Pages that link to "Item:Q3068104"
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The following pages link to Optimal Reinsurance and Dividend Strategies Under the Markov-Modulated Insurance Risk Model (Q3068104):
Displaying 9 items.
- Classical and impulse control for the optimization of dividend and proportional reinsurance policies with regime switching (Q613607) (← links)
- Dividend optimization for jump-diffusion model with solvency constraints (Q1984693) (← links)
- Optimal reinsurance and investment strategies for insurers with regime-switching and state-dependent utility function (Q2014428) (← links)
- Optimal reinsurance policies for an insurer with a bivariate reserve risk process in a dynamic setting (Q2015632) (← links)
- Optimal dividends under Markov-modulated bankruptcy level (Q2172038) (← links)
- Stochastic differential reinsurance games with capital injections (Q2273971) (← links)
- Optimal dividend policy when risk reserves follow a jump-diffusion process with a completely monotone jump density under Markov-regime switching (Q2415959) (← links)
- Finite horizon optimal dividend and reinsurance problem driven by a jump-diffusion process with controlled jumps (Q2701093) (← links)
- Optimal reinsurance and dividend under model uncertainty (Q6131024) (← links)
