Pages that link to "Item:Q4610239"

The following pages link to Optimal dynamic portfolio selection for a corporation with controllable risk and dividend distribution policy (Q4610239):

Displaying 34 items.

• Optimal control with restrictions for a diffusion risk model under constant interest force (Q253085) (← links)
• Minimisation of penalty payments by investments and reinsurance (Q303741) (← 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)
• Optimal dividend payout for classical risk model with risk constraint (Q477499) (← links)
• Unintended consequences of the market risk requirement in banking regulation (Q603004) (← links)
• Optimal investment and reinsurance of an insurer with model uncertainty (Q659098) (← links)
• Optimal size of business and dividend strategy in a nonlinear model with refinancing and liquidation value (Q728213) (← links)
• Optimal reinsurance with both proportional and fixed costs (Q900546) (← links)
• Optimal dividend and issuance of equity policies in the presence of proportional costs (Q931180) (← links)
• Necessary and sufficient optimality conditions for regular-singular stochastic differential games with asymmetric information (Q1626506) (← links)
• Free boundary problem for a fully nonlinear and degenerate parabolic equation in an angular domain (Q1627700) (← links)
• Stochastic maximum principle for partial information optimal investment and dividend problem of an insurer (Q1716975) (← links)
• Viscosity solution and impulse control of the diffusion model with reinsurance and fixed transaction costs (Q2015480) (← links)
• Optimal dividends and ALM under unhedgeable risk (Q2015618) (← links)
• Optimal reinsurance-investment and dividends problem with fixed transaction costs (Q2031387) (← links)
• Revisiting optimal investment strategies of value-maximizing insurance firms (Q2038230) (← links)
• Optimal proportional reinsurance and pairs trading under exponential utility criterion for the insurer (Q2097469) (← links)
• Spectral decomposition of optimal asset-liability management (Q2271663) (← links)
• A fully nonlinear free boundary problem arising from optimal dividend and risk control model (Q2280170) (← 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)
• Markowitz's mean-variance optimization with investment and constrained reinsurance (Q2358493) (← links)
• Optimal reinsurance under dynamic VaR constraint (Q2374115) (← links)
• Minimizing expected time to reach a given capital level before ruin (Q2411162) (← links)
• Optimal financing and dividend control of the insurance company with excess-of-loss reinsurance policy (Q2444386) (← links)
• Optimal dividends with debts and nonlinear insurance risk processes (Q2445995) (← links)
• Optimal asset control of a geometric Brownian motion with the transaction costs and bankruptcy permission (Q2514667) (← links)
• Solution of Hamilton-Jacobi-Bellman equation in optimal reinsurance strategy under dynamic VaR constraint (Q2631901) (← links)
• Finite horizon optimal dividend and reinsurance problem driven by a jump-diffusion process with controlled jumps (Q2701093) (← links)
• PORTFOLIO SELECTION BY MINIMIZING THE PRESENT VALUE OF CAPITAL INJECTION COSTS (Q4563735) (← links)
• A note on optimal expected utility of dividend payments with proportional reinsurance (Q4583594) (← links)
• Mean-variance asset-liability management with affine diffusion factor process and a reinsurance option (Q4959771) (← links)
• Strategies for Dividend Distribution: A Review (Q5029064) (← links)