Pages that link to "Item:Q2276241"

The following pages link to Classical and singular stochastic control for the optimal dividend policy when there is regime switching (Q2276241):

Displaying 36 items.

• Numerical methods for optimal harvesting strategies in random environments under partial observations (Q290829) (← links)
• Dividend maximization in a hidden Markov switching model (Q293597) (← links)
• 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 payment strategies with debt constraint in a hybrid regime-switching jump-diffusion model (Q1690497) (← links)
• Optimal dividend distribution under Markov regime switching (Q1761453) (← links)
• Optimal dividend strategies with time-inconsistent preferences (Q1994625) (← links)
• Optimal reinsurance strategies in regime-switching jump diffusion models: stochastic differential game formulation and numerical methods (Q2015641) (← links)
• Optimal dividend policy when cash surplus follows the telegraph process (Q2037638) (← links)
• Optimal dividends under Markov-modulated bankruptcy level (Q2172038) (← links)
• Optimal equilibrium barrier strategies for time-inconsistent dividend problems in discrete time (Q2212144) (← links)
• On a class of non-zero-sum stochastic differential dividend games with regime switching (Q2242076) (← links)
• Singular optimal dividend control for the regime-switching Cramér-Lundberg model with credit and debit interest (Q2252244) (← links)
• Approximation of a class of non-zero-sum investment and reinsurance games for regime-switching jump-diffusion models (Q2327617) (← links)
• Numerical solutions of optimal risk control and dividend optimization policies under a generalized singular control formulation (Q2391436) (← links)
• Optimal dividend policy when risk reserves follow a jump-diffusion process with a completely monotone jump density under Markov-regime switching (Q2415959) (← links)
• Optimal dividend policy with random interest rates (Q2444689) (← links)
• Expected discounted dividends in a discrete semi-Markov risk model (Q2511296) (← links)
• Dividend optimization for regime-switching general diffusions (Q2513600) (← links)
• Numerical methods for optimal dividend payment and investment strategies of regime-switching jump diffusion models with capital injections (Q2628665) (← links)
• Optimal Threshold Dividend Strategies under the Compound Poisson Model with Regime Switching (Q2909993) (← links)
• Optimal financing and dividend policy with Markovian switching regimes (Q2978980) (← 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)
• Optimal Dividend Payment and Regime Switching in a Compound Poisson Risk Model (Q3451765) (← links)
• OPTIMAL FINANCING AND DIVIDEND DISTRIBUTION WITH TRANSACTION COSTS IN THE CASE OF RESTRICTED DIVIDEND RATES (Q4563793) (← links)
• Optimal debt ratio and dividend strategies for an insurer under a regime-switching model (Q4634190) (← links)
• Bayesian Dividend Optimization and Finite Time Ruin Probabilities (Q4981823) (← links)
• Optimal Dividend Strategies with Reinsurance under Contagious Systemic Risk (Q5080491) (← links)
• A perturbation approach to optimal investment, liability ratio, and dividend strategies (Q5083407) (← links)
• On an optimal extraction problem with regime switching (Q5215020) (← links)
• Optimal Control of Debt-to-GDP Ratio in an $N$-State Regime Switching Economy (Q5220413) (← links)
• Pension funding problem with regime‐switching geometric Brownian motion assets and liabilities (Q5391298) (← links)
• Stochastic impulse control with regime switching for the optimal dividend policy when there are business cycles, taxes and fixed costs (Q5410806) (← links)
• Optimal stopping and impulse control in the presence of an anticipated regime switch (Q6080761) (← links)