Pages that link to "Item:Q990379"

The following pages link to Optimal investment policy and dividend payment strategy in an insurance company (Q990379):

Displaying 22 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)
• Numerical methods for optimal dividend payment and investment strategies of Markov-modulated jump diffusion models with regular and singular controls (Q382911) (← links)
• Optimality of the threshold dividend strategy for the compound Poisson model (Q645431) (← links)
• Optimal dividend policy in an insurance company with contagious arrivals of claims (Q829004) (← links)
• Optimal investment strategy to minimize the ruin probability of an insurance company under borrowing constraints (Q1003812) (← links)
• Necessary and sufficient optimality conditions for regular-singular stochastic differential games with asymmetric information (Q1626506) (← links)
• Maximum principle via Malliavin calculus for regular-singular stochastic differential games (Q1670534) (← links)
• Optimal dividend and investment problems under Sparre Andersen model (Q1704145) (← links)
• Stochastic maximum principle for partial information optimal investment and dividend problem of an insurer (Q1716975) (← links)
• Stochastic optimal control of investment and dividend payment model under debt control with time-inconsistency (Q1721442) (← links)
• A finite difference scheme for variational inequalities arising in stochastic control problems with several singular control variables (Q1997321) (← links)
• Revisiting optimal investment strategies of value-maximizing insurance firms (Q2038230) (← links)
• Optimal equilibrium barrier strategies for time-inconsistent dividend problems in discrete time (Q2212144) (← links)
• Forward-backward stochastic differential games for optimal investment and dividend problem of an insurer under model uncertainty (Q2295327) (← links)
• Optimal singular dividend problem under the Sparre Andersen model (Q2302759) (← links)
• On a dividend problem with random funding (Q2304004) (← links)
• Optimal investment and dividend for an insurer under a Markov regime switching market with high gain tax (Q2338478) (← links)
• Optimal dividend strategies with time-inconsistent preferences and transaction costs in the Cramér-Lundberg model (Q2397851) (← links)
• Alternative approach to the optimality of the threshold strategy for spectrally negative Lévy processes (Q2439244) (← links)
• Numerical methods for optimal dividend payment and investment strategies of regime-switching jump diffusion models with capital injections (Q2628665) (← links)
• Optimal Dividends Under Model Uncertainty (Q6159080) (← links)