Pages that link to "Item:Q2276241"
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The following pages link to Classical and singular stochastic control for the optimal dividend policy when there is regime switching (Q2276241):
Displayed 10 items.
- Markov modulation of a two-sided reflected Brownian motion with application to fluid queues (Q424487) (← links)
- Asymptotically optimal dividend policy for regime-switching compound Poisson models (Q601938) (← links)
- Classical and impulse control for the optimization of dividend and proportional reinsurance policies with regime switching (Q613607) (← links)
- Optimal dividend distribution under Markov regime switching (Q1761453) (← links)
- Numerical solutions of optimal risk control and dividend optimization policies under a generalized singular control formulation (Q2391436) (← links)
- Optimal dividend policy with random interest rates (Q2444689) (← links)
- Optimal Threshold Dividend Strategies under the Compound Poisson Model with Regime Switching (Q2909993) (← links)
- Optimal Reinsurance and Dividend Strategies Under the Markov-Modulated Insurance Risk Model (Q3068104) (← links)
- On the Optimal Dividend Strategy in a Regime-Switching Diffusion Model (Q3167343) (← links)
- Pension funding problem with regime‐switching geometric Brownian motion assets and liabilities (Q5391298) (← links)
