Pages that link to "Item:Q2757299"
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The following pages link to Controlling Risk Exposure and Dividends Payout Schemes:Insurance Company Example (Q2757299):
Displaying 50 items.
- Optimal control with restrictions for a diffusion risk model under constant interest force (Q253085) (← links)
- Optimal proportional reinsurance and dividend payments with transaction costs and internal competition (Q320607) (← links)
- Liquidity management with decreasing returns to scale and secured credit line (Q331354) (← links)
- Optimal harvesting when the exchange rate is a semimartingale (Q413921) (← links)
- Dividends and reinsurance under a penalty for ruin (Q414614) (← links)
- Optimal dividend and capital injection problem in the dual model with proportional and fixed transaction costs (Q418074) (← links)
- Market frictions and corporate finance: an overview paper (Q475313) (← links)
- Optimal dividend payout for classical risk model with risk constraint (Q477499) (← links)
- The optimal policy for insurance company under consideration of internal competition and the time value of ruin (Q477513) (← links)
- Unintended consequences of the market risk requirement in banking regulation (Q603004) (← links)
- Optimal premium pricing for a heterogeneous portfolio of insurance risks (Q609676) (← links)
- Classical and impulse control for the optimization of dividend and proportional reinsurance policies with regime switching (Q613607) (← links)
- Optimal dividend and investing control of an insurance company with higher solvency constraints (Q654829) (← links)
- On barrier strategy dividends with Parisian implementation delay for classical surplus processes (Q659119) (← links)
- Corporate portfolio management (Q665540) (← links)
- Optimal dividend and dynamic reinsurance strategies with capital injections and proportional costs (Q692676) (← links)
- Optimal size of business and dividend strategy in a nonlinear model with refinancing and liquidation value (Q728213) (← links)
- Optimizing expected utility of dividend payments for a Brownian risk process and a peculiar nonlinear ODE (Q868314) (← links)
- Optimal dividend and issuance of equity policies in the presence of proportional costs (Q931180) (← links)
- Optimal financing and dividend control of the insurance company with proportional reinsurance policy (Q931184) (← links)
- Optimal dividend payments in the stochastic Ramsey model (Q963030) (← 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 reinsurance strategy under fixed cost and delay (Q1009679) (← links)
- Optimal proportional reinsurance policies for diffusion models with transaction costs (Q1265915) (← links)
- Stochastic control for optimal new business (Q1584524) (← links)
- Hiring, firing, and relocation under employment protection (Q1657544) (← links)
- Optimal dividend and capital injection strategies in the Cramér-Lundberg risk model (Q1665692) (← links)
- Maximum principle via Malliavin calculus for regular-singular stochastic differential games (Q1670534) (← links)
- Optimal dividend and investment problems under Sparre Andersen model (Q1704145) (← links)
- Ergodic control for a mean reverting inventory model (Q1716996) (← links)
- Optimal risk control and dividend strategies in the presence of two reinsurers: variance premium principle (Q1717018) (← links)
- Opaque bank assets and optimal equity capital (Q1734564) (← links)
- Derivatives trading for insurers (Q1757608) (← 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 control of risk exposure, reinsurance and investments for insurance portfolios (Q1888891) (← links)
- Optimal risk control and dividend distribution policies for a diffusion model with terminal value (Q1931091) (← links)
- On solvability of a two-sided singular control problem (Q1935958) (← links)
- Optimal control of a big financial company with debt liability under bankrupt probability constraints (Q1946948) (← links)
- The optimal dividend payout model with terminal values and its application (Q1992849) (← links)
- Optimal dividend strategies with time-inconsistent preferences (Q1994625) (← links)
- A finite difference scheme for variational inequalities arising in stochastic control problems with several singular control variables (Q1997321) (← links)
- An optimal reinsurance problem in the Cramér-Lundberg model (Q2014366) (← links)
- Optimal dividends and ALM under unhedgeable risk (Q2015618) (← links)
- Optimal reinsurance-investment and dividends problem with fixed transaction costs (Q2031387) (← links)
- General drawdown based dividend control with fixed transaction costs for spectrally negative Lévy risk processes (Q2076351) (← links)
- Optimal dividend and proportional reinsurance strategy under standard deviation premium principle (Q2117578) (← links)
- Fiscal stimulus as an optimal control problem (Q2145819) (← links)
