Pages that link to "Item:Q1265921"
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The following pages link to Optimal risk and dividend control for a company with a debt liability (Q1265921):
Displayed 17 items.
- Dividends and reinsurance under a penalty for ruin (Q414614) (← links)
- Optimal premium policy of an insurance firm: full and partial information (Q661239) (← 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)
- Optimal proportional reinsurance model with transaction costs (Q949364) (← links)
- Interplay between dividend rate and business constraints for a financial corporation (Q1769413) (← links)
- Classical and singular stochastic control for the optimal dividend policy when there is regime switching (Q2276241) (← links)
- Optimal impulse and regular control strategies for proportional reinsurance problem (Q2386802) (← links)
- A constrained non-linear regular-singular stochastic control problem, with applications. (Q2574623) (← 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)
- Optimal Financing of a Corporation Subject To Random Returns (Q4551811) (← links)
- Robust stochastic maximum principle for multi-model worst case optimization (Q4804440) (← links)
- CLASSICAL AND IMPULSE STOCHASTIC CONTROL FOR THE OPTIMIZATION OF THE DIVIDEND AND RISK POLICIES OF AN INSURANCE FIRM (Q5472784) (← links)
