The following pages link to (Q5434181):
Displayed 50 items.
- Revisiting optimal investment strategies of value-maximizing insurance firms (Q2038230) (← links)
- A multidimensional problem of optimal dividends with irreversible switching: a convergent numerical scheme (Q2041014) (← links)
- Bayesian optimal investment and reinsurance with dependent financial and insurance risks (Q2135611) (← links)
- The policy iteration algorithm for a compound Poisson process applied to optimal dividend strategies under a Cramér-Lundberg risk model (Q2146337) (← links)
- Optimal dividend-penalty strategies for insurance risk models with surplus-dependent premiums (Q2151095) (← links)
- Optimal capital injections and dividends with tax in a risk model in discrete time (Q2209796) (← links)
- A BSDE-based approach for the optimal reinsurance problem under partial information (Q2212153) (← links)
- Stochastic optimization models of actuarial mathematics (Q2215270) (← links)
- Optimising dividends and consumption under an exponential CIR as a discount factor (Q2216186) (← links)
- Optimal dividends and capital injection under dividend restrictions (Q2216195) (← links)
- Gambling for resurrection and the heat equation on a triangle (Q2234319) (← links)
- The optimal investment, liability and dividends in insurance (Q2240112) (← links)
- Optimal dividend of compound Poisson process under a stochastic interest rate (Q2244203) (← links)
- Optimal investment-reinsurance policy with regime switching and value-at-risk constraint (Q2244207) (← links)
- Optimal consumption under deterministic income (Q2250072) (← links)
- Systems simulation analysis and optimization of insurance business (Q2263261) (← links)
- Stochastic optimal control of risk processes with Lipschitz payoff functions (Q2263350) (← links)
- Inequalities for the ruin probability in a controlled discrete-time risk process (Q2267650) (← links)
- Classical and singular stochastic control for the optimal dividend policy when there is regime switching (Q2276241) (← links)
- Optimal dividends with partial information and stopping of a degenerate reflecting diffusion (Q2282963) (← links)
- On a dividend problem with random funding (Q2304004) (← links)
- Optimal dividend payments for a two-dimensional insurance risk process (Q2323675) (← links)
- On minimizing the ultimate ruin probability of an insurer by reinsurance (Q2336999) (← links)
- The risk model with stochastic premiums and a multi-layer dividend strategy (Q2337817) (← links)
- Optimal dividend problems for a jump-diffusion model with capital injections and proportional transaction costs (Q2351282) (← links)
- On Gerber-Shiu functions and optimal dividend distribution for a Lévy risk process in the presence of a penalty function (Q2354887) (← links)
- A reinsurance and investment game between two insurance companies with the different opinions about some extra information (Q2364007) (← links)
- On capital injections and dividends with tax in a classical risk model (Q2374104) (← links)
- Risk processes with dependence and premium adjusted to solvency targets (Q2391937) (← links)
- Minimizing the ruin probability allowing investments in two assets: a two-dimensional problem (Q2392787) (← links)
- Optimal dividend strategies with time-inconsistent preferences and transaction costs in the Cramér-Lundberg model (Q2397851) (← links)
- Worst-case investment and reinsurance optimization for an insurer under model uncertainty (Q2398561) (← links)
- Dynamic risk-sharing game and reinsurance contract design (Q2415979) (← links)
- Optimal reinsurance for Gerber-Shiu functions in the Cramér-Lundberg model (Q2421399) (← links)
- Nash equilibrium premium strategies for push-pull competition in a frictional non-life insurance market (Q2421401) (← links)
- Alternative approach to the optimality of the threshold strategy for spectrally negative Lévy processes (Q2439244) (← links)
- Optimal dividend policies for compound Poisson processes: the case of bounded dividend rates (Q2444704) (← links)
- A heavy traffic approach to modeling large life insurance portfolios (Q2446005) (← links)
- Optimizing venture capital investments in a jump diffusion model (Q2482689) (← links)
- Optimal capital injection and dividend distribution for growth restricted diffusion models with bankruptcy (Q2520453) (← links)
- On a class of singular stochastic control problems for reflected diffusions (Q2633337) (← links)
- Mortality options: the point of view of an insurer (Q2656991) (← links)
- Optimal control of investment, premium and deductible for a non-life insurance company (Q2665865) (← links)
- Optimal dividends under a drawdown constraint and a curious square-root rule (Q2697497) (← links)
- Asymptotic behavior of the processes describing some insurance models (Q2807804) (← links)
- Minimising expected discounted capital injections by reinsurance in a classical risk model (Q2866283) (← links)
- Optimal dividend control for a generalized risk model with investment incomes and debit interest (Q2868603) (← links)
- A note on applications of stochastic ordering to control problems in insurance and finance (Q2875271) (← links)
- Optimal Threshold Dividend Strategies under the Compound Poisson Model with Regime Switching (Q2909993) (← links)
- De Finetti's Dividend Problem and Impulse Control for a Two-Dimensional Insurance Risk Process (Q3006673) (← links)