Optimal dividend and risk control in diffusion models with linear costs
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Cites work
- Controlling risk exposure and dividends payout schemes: Insurance company example
- scientific article; zbMATH DE number 3773426 (Why is no real title available?)
- Optimal dividend payments in the stochastic Ramsey model
- Optimal risk and dividend distribution control models for an insurance company
- Stochastic control and mathematical modeling. Applications in economics.
- User’s guide to viscosity solutions of second order partial differential equations
Cited in
(7)- Optimal risk control and dividend distribution policies for a diffusion model with terminal value
- Optimal control strategy for dividend-payments in a risk model with stochastic premiums
- Optimal Dividend Payments and Reinvestments of Diffusion Processes with Both Fixed and Proportional Costs
- A Diffusion Model for Optimal Dividend Distribution for a Company with Constraints on Risk Control
- Optimal dividend problem: asymptotic analysis
- Variational methods for studying the problem of the discounted dividend payments
- Stable dividends under linear-quadratic optimisation
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