Pages that link to "Item:Q1265915"
From MaRDI portal
The following pages link to Optimal proportional reinsurance policies for diffusion models with transaction costs (Q1265915):
Displayed 10 items.
- Optimal investment for insurer with jump-diffusion risk process (Q817297) (← links)
- Optimal financing and dividend control of the insurance company with proportional reinsurance policy (Q931184) (← links)
- Threshold control of mutual insurance with limited commitment (Q938041) (← links)
- Optimal financing and dividend control of the insurance company with fixed and proportional transaction costs (Q1003821) (← links)
- Interplay between dividend rate and business constraints for a financial corporation (Q1769413) (← links)
- Optimal control of the insurance company with proportional reinsurance policy under solvency constraints (Q2518554) (← links)
- On Discrete-Time Dynamic Programming in Insurance: Exponential Utility and Minimizing the Ruin Probability (Q5430576) (← links)
- Asymptotics of ruin probabilities for controlled risk processes in the small claims case (Q5467663) (← links)
- CLASSICAL AND IMPULSE STOCHASTIC CONTROL FOR THE OPTIMIZATION OF THE DIVIDEND AND RISK POLICIES OF AN INSURANCE FIRM (Q5472784) (← links)
- Optimal Investment for an Insurer to Minimize Its Probability of Ruin (Q5715959) (← links)