Pages that link to "Item:Q382911"
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The following pages link to Numerical methods for optimal dividend payment and investment strategies of Markov-modulated jump diffusion models with regular and singular controls (Q382911):
Displaying 7 items.
- Equilibrium dividend strategy with non-exponential discounting in a dual model (Q274116) (← links)
- Necessary and sufficient optimality conditions for regular-singular stochastic differential games with asymmetric information (Q1626506) (← links)
- Stochastic maximum principle for partial information optimal investment and dividend problem of an insurer (Q1716975) (← links)
- Forward-backward stochastic differential games for optimal investment and dividend problem of an insurer under model uncertainty (Q2295327) (← links)
- Optimal investment and dividend for an insurer under a Markov regime switching market with high gain tax (Q2338478) (← links)
- A Markov decision problem in a risk model with interest rate and Markovian environment (Q2629544) (← links)
- A survey of numerical solutions for stochastic control problems: some recent progress (Q2673253) (← links)
