Pages that link to "Item:Q5926469"
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The following pages link to Optimal risk control and dividend distribution policies. Example of excess-of loss reinsurance for an insurance corporation (Q5926469):
Displayed 50 items.
- Equilibrium dividend strategy with non-exponential discounting in a dual model (Q274116) (← links)
- On the optimal dividend problem for insurance risk models with surplus-dependent premiums (Q274118) (← links)
- Optimal insurance risk control with multiple reinsurers (Q289286) (← links)
- Minimisation of penalty payments by investments and reinsurance (Q303741) (← links)
- Optimal proportional reinsurance and dividend payments with transaction costs and internal competition (Q320607) (← links)
- Liquidity management with decreasing returns to scale and secured credit line (Q331354) (← links)
- On a dual risk model perturbed by diffusion with dividend threshold (Q335054) (← links)
- Optimal harvesting when the exchange rate is a semimartingale (Q413921) (← 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)
- Optimal debt ratio and dividend payment strategies with reinsurance (Q495502) (← links)
- Asymptotically optimal dividend policy for regime-switching compound Poisson models (Q601938) (← links)
- Classical and impulse control for the optimization of dividend and proportional reinsurance policies with regime switching (Q613607) (← links)
- Optimal dynamic excess-of-loss reinsurance and multidimensional portfolio selection (Q625791) (← links)
- On optimality of the barrier strategy for a general Lévy risk process (Q636448) (← links)
- Optimal dividend and dynamic reinsurance strategies with capital injections and proportional costs (Q692676) (← links)
- Optimality of the barrier strategy in de Finetti's dividend problem for spectrally negative Lévy processes: an alternative approach (Q732157) (← links)
- Optimal investment for insurer with jump-diffusion risk process (Q817297) (← links)
- Optimal dividend policy in an insurance company with contagious arrivals of claims (Q829004) (← links)
- A free boundary problem arising from a stochastic optimal control model under controllable risk (Q907786) (← links)
- Optimal dividend and issuance of equity policies in the presence of proportional costs (Q931180) (← links)
- Optimal financing and dividend control of the insurance company with proportional reinsurance policy (Q931184) (← links)
- Optimal proportional reinsurance model with transaction costs (Q949364) (← links)
- The influence of bankruptcy value on optimal risk control for diffusion models with proportional reinsurance (Q995512) (← links)
- Optimal excess-of-loss reinsurance and investment problem with delay and jump-diffusion risk process under the CEV model (Q1639554) (← links)
- Solution to HJB equations with an elliptic integro-differential operator and gradient constraint (Q1670367) (← links)
- Optimal dividend payment strategies with debt constraint in a hybrid regime-switching jump-diffusion model (Q1690497) (← links)
- Optimal dividend and investment problems under Sparre Andersen model (Q1704145) (← links)
- Optimal dividend and capital injection strategy with excess-of-loss reinsurance and transaction costs (Q1716949) (← links)
- Optimal investment and reinsurance for insurers with uncertain time-horizon (Q1718017) (← links)
- Derivatives trading for insurers (Q1757608) (← links)
- Optimization of risk policy and dividends with fixed transaction costs under interest rate (Q1758139) (← links)
- Interplay between dividend rate and business constraints for a financial corporation (Q1769413) (← links)
- Optimal control of risk exposure, reinsurance and investments for insurance portfolios (Q1888891) (← links)
- Optimal risk control and dividend distribution policies for a diffusion model with terminal value (Q1931091) (← links)
- Optimal control of a big financial company with debt liability under bankrupt probability constraints (Q1946948) (← links)
- Optimization problems of excess-of-loss reinsurance and investment under the CEV model (Q1952495) (← links)
- Optimal mean-variance reinsurance in a financial market with stochastic rate of return (Q1983739) (← links)
- Dividend optimization for jump-diffusion model with solvency constraints (Q1984693) (← links)
- Optimal reinsurance and investment strategies for insurers with regime-switching and state-dependent utility function (Q2014428) (← links)
- Viscosity solution and impulse control of the diffusion model with reinsurance and fixed transaction costs (Q2015480) (← links)
- Optimal excess-of-loss reinsurance and investment problem for an insurer with jump-diffusion risk process under the Heston model (Q2015617) (← links)
- Optimal reinsurance policies for an insurer with a bivariate reserve risk process in a dynamic setting (Q2015632) (← links)
- Optimal reinsurance strategies in regime-switching jump diffusion models: stochastic differential game formulation and numerical methods (Q2015641) (← links)
- Optimal reinsurance-investment and dividends problem with fixed transaction costs (Q2031387) (← links)
- Optimal dividend and proportional reinsurance strategy under standard deviation premium principle (Q2117578) (← links)
- Fiscal stimulus as an optimal control problem (Q2145819) (← links)
- Optimal excess-of-loss reinsurance and investment problem with thinning dependent risks under Heston model (Q2196052) (← links)
- Stochastic differential reinsurance games in diffusion approximation models (Q2223787) (← links)