Pages that link to "Item:Q2888378"

The following pages link to Stochastic Optimal Control and the U.S. Financial Debt Crisis (Q2888378):

Displaying 19 items.

• Optimal investment and risk control for an insurer under inside information (Q343979) (← links)
• Optimal debt ratio and dividend payment strategies with reinsurance (Q495502) (← links)
• Optimal debt ratio and consumption strategies in financial crisis (Q495747) (← links)
• Explicit formula for the optimal government debt ceiling (Q513084) (← links)
• Minimization of absolute ruin probability under negative correlation assumption (Q896770) (← links)
• Debt-deflation, financial market stress and regime change -- evidence from Europe using MRVAR (Q1655610) (← links)
• Mild solutions to the dynamic programming equation for stochastic optimal control problems (Q1797067) (← links)
• Mean-variance asset-liability management in a non-Markovian regime-switching jump-diffusion market with random horizon (Q2238961) (← links)
• The optimal investment, liability and dividends in insurance (Q2240112) (← links)
• Optimal investment and risk control policies for an insurer: expected utility maximization (Q2513618) (← links)
• Mean-variance investment and risk control strategies -- a time-consistent approach via a forward auxiliary process (Q2657018) (← links)
• Optimal investment and risk control strategies for an insurer subject to a stochastic economic factor in a Lévy market (Q2684949) (← links)
• Optimal portfolio problem for an insurer under mean-variance criteria with jump-diffusion stochastic volatility model (Q2698613) (← links)
• Optimal debt ratio and dividend strategies for an insurer under a regime-switching model (Q4634190) (← links)
• Martingale and duality methods for optimal investment and reinsurance problem in a Lévy model (Q5078056) (← links)
• A perturbation approach to optimal investment, liability ratio, and dividend strategies (Q5083407) (← links)
• (Q5157685) (← links)
• Estimating a Banking-Macro Model Using a Multi-regime VAR (Q5258071) (← links)
• A methodology to estimate the optimal debt ratio when asset returns, and default probability follow stochastic processes (Q6175370) (← links)