The following pages link to (Q5434181):
Displayed 50 items.
- On the optimal dividend problem for insurance risk models with surplus-dependent premiums (Q274118) (← links)
- Optimal dividend-financing strategies in a dual risk model with time-inconsistent preferences (Q282263) (← links)
- Robust optimal portfolio and proportional reinsurance for an insurer under a CEV model (Q282274) (← links)
- Dividend maximization in a hidden Markov switching model (Q293597) (← links)
- Minimisation of penalty payments by investments and reinsurance (Q303741) (← links)
- Constrained Markov decision processes with first passage criteria (Q363565) (← links)
- Tail behaviour of the area under a random process, with applications to queueing systems, insurance and percolations (Q383194) (← links)
- First passage problems for nonstationary discrete-time stochastic control systems (Q389826) (← links)
- Optimal proportional reinsurance and investment with minimum probability of ruin (Q426584) (← links)
- Control improvement for jump-diffusion processes with applications to finance (Q434360) (← links)
- Optimal investment under transaction costs for an insurer (Q487570) (← links)
- On optimal dividends with exponential and linear penalty payments (Q506101) (← links)
- Finite approximation of the first passage models for discrete-time Markov decision processes with varying discount factors (Q513821) (← links)
- A numerical approach to optimal dividend policies with capital injections and transaction costs (Q523786) (← links)
- Optimal combining quota-share and excess of loss reinsurance to maximize the expected utility (Q545562) (← links)
- Maximizing the probability of attaining a target prior to extinction (Q547917) (← links)
- Asymptotically optimal dividend policy for regime-switching compound Poisson models (Q601938) (← links)
- On optimal control of capital injections by reinsurance and investments (Q621769) (← links)
- Optimal dividend strategies in a Cramér-Lundberg model with capital injections and administration costs (Q635982) (← links)
- Optimality of the threshold dividend strategy for the compound Poisson model (Q645431) (← links)
- On barrier strategy dividends with Parisian implementation delay for classical surplus processes (Q659119) (← links)
- An elementary approach to discrete models of dividend strategies (Q659189) (← links)
- Conditional law of risk processes given that ruin occurs (Q659222) (← links)
- On optimal investment in a reinsurance context with a point process market model (Q661254) (← links)
- Risk-sensitive dividend problems (Q726241) (← links)
- Optimal control of capital injections by reinsurance in a diffusion approximation (Q845587) (← links)
- An optimal consumption problem in finite time with a constraint on the ruin probability (Q889622) (← links)
- Optimal dividend payments under a time of ruin constraint: exponential claims (Q896757) (← links)
- Optimal dividends under a stochastic interest rate (Q896771) (← links)
- Optimal dividend strategies for a risk process under force of interest (Q938046) (← links)
- Optimal dividend strategies in a Cramér-Lundberg model with capital injections (Q974817) (← links)
- Optimal investment strategy to minimize the ruin probability of an insurance company under borrowing constraints (Q1003812) (← links)
- Optimal payout policy in presence of downside risk (Q1014300) (← links)
- On modelling long term stock returns with ergodic diffusion processes: arbitrage and arbitrage-free specifications (Q1039919) (← links)
- Dividends: from refracting to ratcheting (Q1622509) (← links)
- Generalization of Lundberg's inequality for the case of stock insurance company (Q1676292) (← links)
- Complete discounted cash flow valuation (Q1681180) (← links)
- On optimal dividends with penalty payments in the Cramér-Lundberg model (Q1689031) (← links)
- Optimal investment and premium control in a nonlinear diffusion model (Q1690570) (← links)
- The risk model with stochastic premiums, dependence and a threshold dividend strategy (Q1697201) (← links)
- Optimal dividend and investment problems under Sparre Andersen model (Q1704145) (← links)
- A time of ruin constrained optimal dividend problem for spectrally one-sided Lévy processes (Q1742706) (← links)
- Maximizing a robust goal-reaching probability with penalization on ambiguity (Q1757373) (← links)
- Optimal risk control and dividend distribution policies for a diffusion model with terminal value (Q1931091) (← links)
- Optimal securitization of credit portfolios via impulse control (Q1932538) (← links)
- Stochastic differential portfolio games for an insurer in a jump-diffusion risk process (Q1935921) (← links)
- Dynamic proportional reinsurance and approximations for ruin probabilities in the two-dimensional compound Poisson risk model (Q1936035) (← links)
- Optimal dividend policies with transaction costs for a class of jump-diffusion processes (Q1936828) (← links)
- Optimal dividend strategies with time-inconsistent preferences (Q1994625) (← links)
- An optimal reinsurance problem in the Cramér-Lundberg model (Q2014366) (← links)