Pages that link to "Item:Q1265921"

The following pages link to Optimal risk and dividend control for a company with a debt liability (Q1265921):

Displaying 38 items.

• Optimal proportional reinsurance and dividend payments with transaction costs and internal competition (Q320607) (← links)
• Dividends and reinsurance under a penalty for ruin (Q414614) (← links)
• The optimal policy for insurance company under consideration of internal competition and the time value of ruin (Q477513) (← links)
• Optimal premium policy of an insurance firm: full and partial information (Q661239) (← links)
• Optimal size of business and dividend strategy in a nonlinear model with refinancing and liquidation value (Q728213) (← links)
• Optimizing expected utility of dividend payments for a Brownian risk process and a peculiar nonlinear ODE (Q868314) (← links)
• Suboptimal stochastic linear feedback control of linear systems with state- and control-dependent noise: The incomplete information case (Q883365) (← links)
• A free boundary problem arising from a stochastic optimal control model under controllable risk (Q907786) (← links)
• Optimal proportional reinsurance model with transaction costs (Q949364) (← links)
• Free boundary problem for a fully nonlinear and degenerate parabolic equation in an angular domain (Q1627700) (← links)
• Derivatives trading for insurers (Q1757608) (← links)
• Interplay between dividend rate and business constraints for a financial corporation (Q1769413) (← links)
• Optimal risk control and dividend distribution policies for a diffusion model with terminal value (Q1931091) (← 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)
• Optimal dividend and proportional reinsurance strategy under standard deviation premium principle (Q2117578) (← links)
• Fiscal stimulus as an optimal control problem (Q2145819) (← links)
• A fully nonlinear free boundary problem for minimizing the ruin probability (Q2188539) (← links)
• Optimal risk exposure and dividend payout policies under model uncertainty (Q2234748) (← links)
• Classical and singular stochastic control for the optimal dividend policy when there is regime switching (Q2276241) (← links)
• A fully nonlinear free boundary problem arising from optimal dividend and risk control model (Q2280170) (← links)
• Business planning for a profit-seeking insurer under deficiency of information (Q2347074) (← links)
• Optimal impulse and regular control strategies for proportional reinsurance problem (Q2386802) (← links)
• Classical and impulse stochastic control on the optimization of dividends with residual capital at bankruptcy (Q2398740) (← links)
• Optimal dividend problem with a nonlinear regular-singular stochastic control (Q2443223) (← links)
• Optimal dividends with debts and nonlinear insurance risk processes (Q2445995) (← links)
• Optimal dividend and equity issuance problem with proportional and fixed transaction costs (Q2447412) (← links)
• A constrained non-linear regular-singular stochastic control problem, with applications. (Q2574623) (← links)
• Finite horizon optimal dividend and reinsurance problem driven by a jump-diffusion process with controlled jumps (Q2701093) (← links)
• Optimal control problem for an insurance surplus model with debt liability (Q2875739) (← links)
• A Free Boundary Problem Arising from a Stochastic Optimal Control Model with Bounded Dividend Rate (Q2929460) (← links)
• EQUILIBRIUM EQUITY PRICE WITH OPTIMAL DIVIDEND POLICY (Q2976130) (← links)
• Markowitz's Mean-Variance Asset–Liability Management with Regime Switching: A Multi-Period Model (Q3004474) (← links)
• A diffusion model for optimal dividend payment and risk control for a firm under consideration of the time value of ruin (Q3017397) (← links)
• FINANCIALLY OPTIMAL INVENTORY POLICIES WITH NON-LINEAR REPLENISHMENT COSTS (Q3052718) (← links)
• STOCHASTIC APPROACH TO DIVIDEND EQUALIZATION FUND MODELLING AND SOLVENCY (Q3370182) (← links)
• OPTIMAL DIVIDEND POLICY WITH MEAN-REVERTING CASH RESERVOIR (Q3446060) (← links)
• CLASSICAL AND IMPULSE STOCHASTIC CONTROL FOR THE OPTIMIZATION OF THE DIVIDEND AND RISK POLICIES OF AN INSURANCE FIRM (Q5472784) (← links)