The following pages link to (Q5434181):
Displayed 50 items.
- 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)
- Optimal Reinsurance and Dividend Strategies Under the Markov-Modulated Insurance Risk Model (Q3068104) (← links)
- Optimal Control of Capital Injections by Reinsurance with a Constant Rate of Interest (Q3094689) (← links)
- A Constant Interest Risk Model with Tax Payments (Q3161157) (← links)
- A Note on Gerber–Shiu Functions with an Application (Q3193125) (← links)
- (Q3300168) (← links)
- Optimal Dividends Paid in a Foreign Currency for a Lévy Insurance Risk Model (Q3385438) (← links)
- The moments of the discounted loss and the discounted dividends for a spectrally negative Lévy risk process (Q3449925) (← links)
- Bounds for the Ruin Probability of a Discrete-Time Risk Process (Q3621150) (← links)
- Optimal Dividends in the Dual Model with Diffusion (Q3634595) (← links)
- Optimal Dividend Payouts Under Jump-Diffusion Risk Processes (Q3643190) (← links)
- A two-dimensional dividend problem for collaborating companies and an optimal stopping problem (Q4562061) (← links)
- PORTFOLIO SELECTION BY MINIMIZING THE PRESENT VALUE OF CAPITAL INJECTION COSTS (Q4563735) (← links)
- Time-consistent mean-variance reinsurance-investment strategy for insurers under CEV model (Q4575370) (← links)
- Barrier present value maximization for a diffusion model of insurance surplus (Q4575383) (← links)
- Optimal dividend policies for piecewise-deterministic compound Poisson risk models (Q4576905) (← links)