The following pages link to (Q5434181):
Displayed 43 items.
- Risk Theory with Affine Dividend Payment Strategies (Q4581318) (← links)
- A note on optimal expected utility of dividend payments with proportional reinsurance (Q4583594) (← links)
- Minimizing Ruin Probabilities by Reinsurance and Investment: A Markovian Decision Approach (Q4593611) (← links)
- On fluctuation theory for spectrally negative Lévy processes with Parisian reflection below, and applications (Q4606857) (← links)
- PERSONAL NON-LIFE INSURANCE DECISIONS AND THE WELFARE LOSS FROM FLAT DEDUCTIBLES (Q4629472) (← links)
- Unrestricted consumption under a deterministic wealth and an Ornstein–Uhlenbeck process as a discount rate (Q4643635) (← links)
- Optimal hedging for fund and insurance managers with partially observable investment flows (Q4683056) (← links)
- Dividends with tax and capital injection in a spectrally negative Lévy risk model (Q4686499) (← links)
- Ruin Probabilities in a Finite-Horizon Risk Model with Investment and Reinsurance (Q4903035) (← links)
- Optimal Dividend Strategies for a Compound Poisson Process Under Transaction Costs and Power Utility (Q4906410) (← links)
- Bayesian Dividend Optimization and Finite Time Ruin Probabilities (Q4981823) (← links)
- Optimal Dividend Problem: Asymptotic Analysis (Q4990517) (← links)
- Optimal dividend strategy for an insurance group with contagious default risk (Q5003355) (← links)
- Strategies for Dividend Distribution: A Review (Q5029064) (← links)
- Exponential bounds of ruin probabilities for non-homogeneous risk models (Q5029381) (← links)
- Optimal Dividend Strategies with Reinsurance under Contagious Systemic Risk (Q5080491) (← links)
- Optimal Ratcheting of Dividends in a Brownian Risk Model (Q5092725) (← links)
- Optimal Ratcheting of Dividends in Insurance (Q5130025) (← links)
- The<i>W</i>,<i>Z</i>scale functions kit for first passage problems of spectrally negative Lévy processes, and applications to control problems (Q5135954) (← links)
- Dividend Barrier Strategies in A Renewal Risk Model with Generalized Erlang Interarrival Times (Q5168704) (← links)
- Optimal dividend problems for Sparre Andersen risk model with bounded dividend rates (Q5217904) (← links)
- Minimizing the Discounted Probability of Exponential Parisian Ruin via Reinsurance (Q5222158) (← links)
- An Optimal Dividend Problem with Capital Injections over a Finite Horizon (Q5232239) (← links)
- Optimal dividend strategies for two collaborating insurance companies (Q5233179) (← links)
- The Theory of Optimal Stochastic Control as Applied to Insurance Underwriting Cycles (Q5379197) (← links)
- Asymptotic Investment Behaviors under a Jump-Diffusion Risk Process (Q5379206) (← links)
- Portfolio size as function of the premium: modelling and optimization (Q5410796) (← links)
- Solving a Hamilton–Jacobi–Bellman equation with constraints (Q5410801) (← links)
- Stochastic impulse control with regime switching for the optimal dividend policy when there are business cycles, taxes and fixed costs (Q5410806) (← links)
- STOCHASTIC DIFFERENTIAL GAMES BETWEEN TWO INSURERS WITH GENERALIZED MEAN-VARIANCE PREMIUM PRINCIPLE (Q5745199) (← links)
- Dynamic reinsurance in discrete time minimizing the insurer's cost of capital (Q5865315) (← links)
- Optimal dividend strategy for the dual model with surplus-dependent expense (Q5875242) (← links)
- Optimal Reinsurance to Minimize the Probability of Drawdown under the Mean-Variance Premium Principle: Asymptotic Analysis (Q5886366) (← links)
- Optimal dividend payout under stochastic discounting (Q6054423) (← links)
- Time-inconsistent view on a dividend problem with penalty (Q6096077) (← links)
- Optimal dividend and capital injection strategies in common shock dependence model with time-inconsistent preferences (Q6099193) (← links)
- Optimal reinsurance design under solvency constraints (Q6127106) (← links)
- Optimal reinsurance via BSDEs in a partially observable model with jump clusters (Q6130335) (← links)
- Optimal singular dividend control with capital injection and affine penalty payment at ruin (Q6163063) (← links)
- Some optimisation problems in insurance with a terminal distribution constraint (Q6169663) (← links)
- On some effects of dependencies on an insurer's risk exposure, probability of ruin, and optimal premium loading (Q6173893) (← links)
- Premium control with reinforcement learning (Q6174076) (← links)
- Measuring the suboptimality of dividend controls in a Brownian risk model (Q6198074) (← links)