Pages that link to "Item:Q613607"

The following pages link to Classical and impulse control for the optimization of dividend and proportional reinsurance policies with regime switching (Q613607):

Displaying 18 items.

• Optimal debt ratio and dividend payment strategies with reinsurance (Q495502) (← links)
• Optimal debt ratio and consumption strategies in financial crisis (Q495747) (← links)
• On the bail-out optimal dividend problem (Q1626508) (← links)
• Optimal dividend payment strategies with debt constraint in a hybrid regime-switching jump-diffusion model (Q1690497) (← links)
• Linear programming approach to optimal impulse control problems with functional constraints (Q1997217) (← links)
• Optimal reinsurance and investment strategies for insurers with regime-switching and state-dependent utility function (Q2014428) (← links)
• Duality in optimal impulse control (Q2069787) (← links)
• Portfolio optimization for jump-diffusion risky assets with regime switching: a time-consistent approach (Q2076436) (← links)
• Optimal dividends under Markov-modulated bankruptcy level (Q2172038) (← links)
• Singular optimal dividend control for the regime-switching Cramér-Lundberg model with credit and debit interest (Q2252244) (← links)
• Optimal singular dividend problem under the Sparre Andersen model (Q2302759) (← links)
• Approximation of a class of non-zero-sum investment and reinsurance games for regime-switching jump-diffusion models (Q2327617) (← links)
• Numerical solutions of optimal risk control and dividend optimization policies under a generalized singular control formulation (Q2391436) (← links)
• Optimal dividend policy when risk reserves follow a jump-diffusion process with a completely monotone jump density under Markov-regime switching (Q2415959) (← links)
• Expected discounted dividends in a discrete semi-Markov risk model (Q2511296) (← links)
• Dividend optimization for regime-switching general diffusions (Q2513600) (← links)
• A Maximum Principle via Malliavin calculus for combined stochastic control and impulse control of forward-backward systems (Q2794008) (← links)
• OPTIMAL INSURANCE STRATEGIES: A HYBRID DEEP LEARNING MARKOV CHAIN APPROXIMATION APPROACH (Q5119564) (← links)