Pages that link to "Item:Q5106718"
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The following pages link to On the Bailout Dividend Problem for Spectrally Negative Markov Additive Models (Q5106718):
Displayed 6 items.
- Linearisation techniques and the dual algorithm for a class of mixed singular/continuous control problems in reinsurance. I: Theoretical aspects (Q2152720) (← links)
- Optimizing dividends and capital injections limited by bankruptcy, and practical approximations for the Cramér-Lundberg process (Q2684917) (← links)
- On the bailout dividend problem with periodic dividend payments for spectrally negative Markov additive processes (Q2695946) (← links)
- Optimal dividend strategy for an insurance group with contagious default risk (Q5003355) (← links)
- On optimality of barrier dividend control under endogenous regime switching with application to Chapter 11 bankruptcy (Q6183320) (← links)
- On de Finetti's optimal impulse dividend control problem under Chapter 11 bankruptcy (Q6184308) (← links)