Games of Economic Survival with Discrete- and Continuous-Income Processes

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(74)

Optimal financing and dividend control of the insurance company with fixed and proportional transaction costs
On a dual model with a dividend threshold
Ruin problems with compounding assets
Controlled diffusion models for optimal dividend pay-out
The classical risk model with a constant dividend barrier: analysis of the Gerber-Shiu discounted penalty function.
A time of ruin constrained optimal dividend problem for spectrally one-sided Lévy processes
Complete monotonicity of the probability of ruin and de Finetti's dividend problem
Optimal dividend payout under compound Poisson income
Viscosity solution and impulse control of the diffusion model with reinsurance and fixed transaction costs
Optimal dividends and ALM under unhedgeable risk
Valuing equity-linked death benefits in jump diffusion models
Optimal dividend strategy under Parisian ruin with affine penalty
A fully nonlinear free boundary problem for minimizing the ruin probability
Optimal equilibrium barrier strategies for time-inconsistent dividend problems in discrete time
Dividend problem with Parisian delay for a spectrally negative Lévy risk process
The perturbed dual risk model with constant interest and a threshold dividend strategy
On Gerber-Shiu functions and optimal dividend distribution for a Lévy risk process in the presence of a penalty function
Optimal impulse and regular control strategies for proportional reinsurance problem
On a mean reverting dividend strategy with Brownian motion
The compound Poisson risk model with a threshold dividend strategy
Optimal control of the insurance company with proportional reinsurance policy under solvency constraints
On optimal dividends: from reflection to refraction
On the distribution of dividend payments in a Sparre Andersen model with generalized Erlang(\(n\)) interclaim times
A hybrid deep learning method for optimal insurance strategies: algorithms and convergence analysis
Optimal dividends under a drawdown constraint and a curious square-root rule
Optimal dividend strategies in discrete risk model with capital injections
Optimal threshold dividend strategies under the compound Poisson model with regime switching
On a Classical Risk Model with a Constant Dividend Barrier
On a dual risk model perturbed by diffusion with dividend threshold
The distribution of the dividend payments in the compound poisson risk model perturbed by diffusion
On the upcrossing and downcrossing probabilities of a dual risk model with phase-type gains
A Note on the Dividends-Penalty Identity and the Optimal Dividend Barrier
Optimal Dividends in the Dual Model with Diffusion
Numerical methods for optimal dividend payment and investment strategies of Markov-modulated jump diffusion models with regular and singular controls
A semi-markovian game of economic survival
Approximation of Optimal Reinsurance and Dividend Payout Policies
ON THE DISTRIBUTION OF THE EXCEDENTS OF FUNDS WITH ASSETS AND LIABILITIES IN PRESENCE OF SOLVENCY AND RECOVERY REQUIREMENTS
On the interface between optimal periodic and continuous dividend strategies in the presence of transaction costs
Optimal dynamic portfolio selection for a corporation with controllable risk and dividend distribution policy
Maximizing survival time in a random walk on an interval
Optimal dividend strategy for an insurance group with contagious default risk
Optimal periodic dividend strategies for spectrally negative Lévy processes with fixed transaction costs
On the merger of two companies
“On Optimal Dividend Strategies in the Compound Poisson Model”, by Hans U. Gerber and Elias S. W. Shiu, April 2006
On the expected discounted penalty function for Lévy risk processes
Moments of the dividend payments and related problems in a Markov-modulated risk model
Strategies for dividend distribution: a review
Optimal insurance strategies: a hybrid deep learning Markov chain approximation approach
TheW,Zscale functions kit for first passage problems of spectrally negative Lévy processes, and applications to control problems
Optimal dividend strategies of two collaborating businesses in the diffusion approximation model
On the central management of risk networks
OPTIMAL DIVIDEND–REINSURANCE WITH TWO TYPES OF PREMIUM PRINCIPLES
Pension funding problem with regime-switching geometric Brownian motion assets and liabilities
Optimal dividend strategies in the diffusion model with stochastic return on investments
Optimal Dividends
Optimal Investment for an Insurer to Minimize Its Probability of Ruin
Stable dividends under linear-quadratic optimisation
Optimal reinsurance design under solvency constraints
Optimal Dividends Under Model Uncertainty
Optimal singular dividend control with capital injection and affine penalty payment at ruin
A BSDE approach to a risk-based optimal investment of an insurer
The optimal dividend barrier in the gamma-omega model
Optimal financing and dividend control in the dual model
Impulse control of proportional reinsurance with constraints
Optimal dividend and investing control of an insurance company with higher solvency constraints
Robust Dividend, Financing, and Reinsurance Strategies Under Model Uncertainty with Proportional Transaction Costs
An elementary approach to discrete models of dividend strategies
A hybrid deep reinforcement learning method for insurance portfolio management
The Gerber-Shiu expected discounted penalty function for risk processes with interest and a constant dividend barrier
Optimal financing and dividend control of the insurance company with proportional reinsurance policy
Methods for estimating the optimal dividend barrier and the probability of ruin
The perturbed Sparre Andersen model with a threshold dividend strategy
Stochastic optimization algorithms for barrier dividend strategies
Optimal dividends in the dual model

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