Pages that link to "Item:Q2015480"

The following pages link to Viscosity solution and impulse control of the diffusion model with reinsurance and fixed transaction costs (Q2015480):

Displayed 9 items.

• Optimal size of business and dividend strategy in a nonlinear model with refinancing and liquidation value (Q728213) ‎ (← links)
• Time-consistent proportional reinsurance and investment strategies under ambiguous environment (Q1622519) ‎ (← links)
• Optimal dividend and capital injection strategy with excess-of-loss reinsurance and transaction costs (Q1716949) ‎ (← links)
• Optimal risk control and dividend strategies in the presence of two reinsurers: variance premium principle (Q1717018) ‎ (← links)
• Optimal management of DC pension plan in a stochastic interest rate and stochastic volatility framework (Q2513440) ‎ (← 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)
• Convergence of Implicit Schemes for Hamilton--Jacobi--Bellman Quasi-Variational Inequalities (Q4554791) ‎ (← links)
• OPTIMAL DIVIDEND AND REINSURANCE STRATEGIES WITH FINANCING AND LIQUIDATION VALUE (Q4563773) ‎ (← links)