The following pages link to (Q4138470):
Displayed 17 items.
- Optimal dividend strategy in compound binomial model with bounded dividend rates (Q477522) (← links)
- On optimal proportional reinsurance and investment in a hidden Markov financial market (Q523747) (← links)
- Asymptotically optimal dividend policy for regime-switching compound Poisson models (Q601938) (← links)
- Optimal dividends and capital injections in the dual model with a random time horizon (Q887106) (← links)
- Valuing catastrophe bonds involving correlation and CIR interest rate model (Q1655383) (← links)
- Catastrophe bond pricing for the two-factor Vasicek interest rate model with automatized fuzzy decision making (Q1701739) (← links)
- Dividend-reinsurance strategy in the Sparre Andersen model (Q1940869) (← links)
- A game-theoretic model of reinsurance (Q1975002) (← links)
- A discrete model for the problem of optimizing the activity of an insurance company (Q1975008) (← links)
- On a Markovian game model for competitive insurance pricing (Q2152254) (← links)
- Law-invariant functionals that collapse to the mean: beyond convexity (Q2155557) (← links)
- The origins of the mean-variance approach in finance: revisiting de Finetti 65 years later (Q2644368) (← links)
- Premium valuation in international insurance (Q3777288) (← links)
- Insurance premiums and default risk in mutual insurance (Q3793593) (← links)
- Evaluation of Portfolio of Financial and Insurance Instruments: Simulation of Uncertainty (Q4558812) (← links)
- Optimal dividend policy (Q4710940) (← links)
- On Optimal Dividend Strategies In The Compound Poisson Model (Q5018718) (← links)