Pages that link to "Item:Q1974020"
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The following pages link to Optimal risk and dividend distribution control models for an insurance company (Q1974020):
Displayed 50 items.
- Minimisation of penalty payments by investments and reinsurance (Q303741) (← links)
- Optimal proportional reinsurance and dividend payments with transaction costs and internal competition (Q320607) (← links)
- On a dual risk model perturbed by diffusion with dividend threshold (Q335054) (← links)
- Optimal harvesting when the exchange rate is a semimartingale (Q413921) (← 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 pricing for a heterogeneous portfolio of insurance risks (Q609676) (← links)
- Optimal financing and dividend control in the dual model (Q636479) (← links)
- Optimal reinsurance with a rescuing procedure (Q659241) (← links)
- Optimal size of business and dividend strategy in a nonlinear model with refinancing and liquidation value (Q728213) (← links)
- Optimal investment for insurer with jump-diffusion risk process (Q817297) (← links)
- Optimizing expected utility of dividend payments for a Brownian risk process and a peculiar nonlinear ODE (Q868314) (← links)
- An optimal consumption problem in finite time with a constraint on the ruin probability (Q889622) (← links)
- Optimal reinsurance with both proportional and fixed costs (Q900546) (← links)
- A free boundary problem arising from a stochastic optimal control model under controllable risk (Q907786) (← links)
- Optimal financing and dividend control of the insurance company with proportional reinsurance policy (Q931184) (← links)
- Finite-time dividend-ruin models (Q939344) (← links)
- On optimality of the barrier strategy in de Finetti's dividend problem for spectrally negative Lévy processes (Q957513) (← links)
- A unified treatment of dividend payment problems under fixed cost and implementation delays (Q966425) (← links)
- The influence of bankruptcy value on optimal risk control for diffusion models with proportional reinsurance (Q995512) (← links)
- Dividend maximization under consideration of the time value of ruin (Q997096) (← links)
- Optimal financing and dividend control of the insurance company with fixed and proportional transaction costs (Q1003821) (← links)
- Optimal payout policy in presence of downside risk (Q1014300) (← links)
- Free boundary problem for a fully nonlinear and degenerate parabolic equation in an angular domain (Q1627700) (← links)
- Solution to HJB equations with an elliptic integro-differential operator and gradient constraint (Q1670367) (← links)
- Optimal dividend payment strategies with debt constraint in a hybrid regime-switching jump-diffusion model (Q1690497) (← links)
- Optimal dividend and capital injection strategy with excess-of-loss reinsurance and transaction costs (Q1716949) (← links)
- Stochastic maximum principle for partial information optimal investment and dividend problem of an insurer (Q1716975) (← links)
- A time of ruin constrained optimal dividend problem for spectrally one-sided Lévy processes (Q1742706) (← links)
- Maximizing a robust goal-reaching probability with penalization on ambiguity (Q1757373) (← links)
- Optimization of risk policy and dividends with fixed transaction costs under interest rate (Q1758139) (← 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)
- Dividend optimization for jump-diffusion model with solvency constraints (Q1984693) (← links)
- The optimal dividend payout model with terminal values and its application (Q1992849) (← links)
- An optimal reinsurance problem in the Cramér-Lundberg model (Q2014366) (← links)
- Viscosity solution and impulse control of the diffusion model with reinsurance and fixed transaction costs (Q2015480) (← links)
- Optimal dividends and ALM under unhedgeable risk (Q2015618) (← links)
- Optimal reinsurance-investment and dividends problem with fixed transaction costs (Q2031387) (← 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 dividends and capital injection under dividend restrictions (Q2216195) (← links)
- Optimal dividend and risk control policies in the presence of a fixed transaction cost (Q2223849) (← links)
- Optimal risk exposure and dividend payout policies under model uncertainty (Q2234748) (← links)
- Singular optimal dividend control for the regime-switching Cramér-Lundberg model with credit and debit interest (Q2252244) (← links)
- Spectral decomposition of optimal asset-liability management (Q2271663) (← links)
- Optimal non-proportional reinsurance control and stochastic differential games (Q2276206) (← links)
- Classical and singular stochastic control for the optimal dividend policy when there is regime switching (Q2276241) (← links)