Pages that link to "Item:Q1003821"

The following pages link to Optimal financing and dividend control of the insurance company with fixed and proportional transaction costs (Q1003821):

Displaying 46 items.

• Optimal management of DC pension plan under loss aversion and value-at-risk constraints (Q344000) (← links)
• Optimal dividend and capital injection problem in the dual model with proportional and fixed transaction costs (Q418074) (← links)
• A numerical approach to optimal dividend policies with capital injections and transaction costs (Q523786) (← links)
• Optimal dividend strategies in a Cramér-Lundberg model with capital injections and administration costs (Q635982) (← links)
• Optimal financing and dividend control in the dual model (Q636479) (← links)
• Optimal dividend and investing control of an insurance company with higher solvency constraints (Q654829) (← links)
• Optimal size of business and dividend strategy in a nonlinear model with refinancing and liquidation value (Q728213) (← links)
• Optimal reinsurance and investment strategies for insurer under interest rate and inflation risks (Q743147) (← links)
• Stationary distribution of the surplus in a risk model with dividends and reinvestments (Q892877) (← links)
• Optimal dividend and capital injection strategies in the Cramér-Lundberg risk model (Q1665692) (← links)
• Optimal risk control and dividend strategies in the presence of two reinsurers: variance premium principle (Q1717018) (← links)
• Derivatives trading for insurers (Q1757608) (← links)
• Optimal control of a big financial company with debt liability under bankrupt probability constraints (Q1946948) (← links)
• The optimal dividend payout model with terminal values and its application (Q1992849) (← links)
• Viscosity solution and impulse control of the diffusion model with reinsurance and fixed transaction costs (Q2015480) (← links)
• Optimal investment strategy for the DC plan with the return of premiums clauses in a mean-variance framework (Q2015630) (← links)
• Randomized observation periods for compound Poisson risk model with capital injection and barrier dividend (Q2166946) (← links)
• Optimal dividends and capital injection under dividend restrictions (Q2216195) (← links)
• On a class of non-zero-sum stochastic differential dividend games with regime switching (Q2242076) (← links)
• Optimal dynamic reinsurance policies under a generalized Denneberg's absolute deviation principle (Q2282522) (← links)
• Optimal dividend problems for a jump-diffusion model with capital injections and proportional transaction costs (Q2351282) (← links)
• Optimal dividend-equity issuance strategy in a dual model with fixed and proportional transaction costs (Q2355355) (← links)
• Optimal dynamic asset allocation strategy for ELA scheme of DC pension plan during the distribution phase (Q2442543) (← links)
• Optimal dividend problem with a nonlinear regular-singular stochastic control (Q2443223) (← links)
• Optimal financing and dividend control of the insurance company with excess-of-loss reinsurance policy (Q2444386) (← links)
• Optimal dividend and equity issuance problem with proportional and fixed transaction costs (Q2447412) (← links)
• Optimal management of DC pension plan in a stochastic interest rate and stochastic volatility framework (Q2513440) (← links)
• Dividend optimization for regime-switching general diffusions (Q2513600) (← links)
• Optimal capital injection and dividend distribution for growth restricted diffusion models with bankruptcy (Q2520453) (← links)
• A Maximum Principle via Malliavin calculus for combined stochastic control and impulse control of forward-backward systems (Q2794008) (← links)
• Optimal dividend and equity issuance in the perturbed dual model under a penalty for ruin (Q2807687) (← links)
• Optimal control problem for an insurance surplus model with debt liability (Q2875739) (← links)
• Optimal investment with transaction costs and dividends for an insurer (Q2954353) (← links)
• Optimal dividend and reinsurance in the presence of two reinsurers (Q3188587) (← links)
• AN OPTIMAL DIVIDEND POLICY WITH DELAYED CAPITAL INJECTIONS (Q3191189) (← links)
• Singular stochastic control model for algae growth management in dam downstream (Q3300934) (← links)
• PORTFOLIO SELECTION BY MINIMIZING THE PRESENT VALUE OF CAPITAL INJECTION COSTS (Q4563735) (← links)
• OPTIMAL DIVIDEND AND REINSURANCE STRATEGIES WITH FINANCING AND LIQUIDATION VALUE (Q4563773) (← links)
• OPTIMAL FINANCING AND DIVIDEND DISTRIBUTION WITH TRANSACTION COSTS IN THE CASE OF RESTRICTED DIVIDEND RATES (Q4563793) (← links)
• Dividend optimization for general diffusions with restricted dividend payment rates (Q4576916) (← links)
• Optimal Dividend Strategies for a Compound Poisson Process Under Transaction Costs and Power Utility (Q4906410) (← links)
• Strategies for Dividend Distribution: A Review (Q5029064) (← links)
• Stochastic optimal control on dividend policies with bankruptcy (Q5238199) (← links)
• Optimal impulse dividend and capital injection model with proportional and fixed transaction costs (Q6180760) (← links)
• Robust Dividend, Financing, and Reinsurance Strategies Under Model Uncertainty with Proportional Transaction Costs (Q6583001) (← links)
• Optimal reinsurance under a new design: two layers and multiple reinsurers (Q6587741) (← links)