Optimal risk management strategies in a diffusion risk process: a simultaneous problem
From MaRDI portal
Cites work
- scientific article; zbMATH DE number 3307211 (Why is no real title available?)
- A class of non-zero-sum stochastic differential investment and reinsurance games
- A numerical approach to optimal dividend policies with capital injections and transaction costs
- An optimal reinsurance problem in the Cramér-Lundberg model
- CLASSICAL AND IMPULSE STOCHASTIC CONTROL FOR THE OPTIMIZATION OF THE DIVIDEND AND RISK POLICIES OF AN INSURANCE FIRM
- Dynamic risk-sharing game and reinsurance contract design
- Minimising expected discounted capital injections by reinsurance in a classical risk model
- Minimizing the probability of ruin: optimal per-loss reinsurance
- Non-zero-sum stochastic differential reinsurance and investment games with default risk
- Numerical methods for optimal dividend payment and investment strategies of regime-switching jump diffusion models with capital injections
- OPTIMAL REINSURANCE AND DIVIDEND DISTRIBUTION POLICIES IN THE CRAMER-LUNDBERG MODEL
- On minimizing the ruin probability by investment and reinsurance
- On optimal dividends with exponential and linear penalty payments
- Optimal Control of Capital Injections by Reinsurance with a Constant Rate of Interest
- Optimal Dynamic XL Reinsurance
- Optimal control of a Brownian storage system
- Optimal control of capital injections by reinsurance in a diffusion approximation
- Optimal dividend and capital injection strategy with a penalty payment at ruin: restricted dividend payments
- Optimal dividend bands revisited: a gradient-based method and evolutionary algorithms
- Optimal dividend problems for a jump-diffusion model with capital injections and proportional transaction costs
- Optimal dividend strategies for a compound Poisson process under transaction costs and power utility
- Optimal dividend strategies in a Cramér-Lundberg model with capital injections and administration costs
- Optimal dividends and reinsurance with capital injection under thinning dependence
- Optimal reinsurance for Gerber-Shiu functions in the Cramér-Lundberg model
- Optimal reinsurance under a new design: two layers and multiple reinsurers
- Optimal reinsurance under variance related premium principles
- Robust reinsurance contracts in continuous time
- Some Optimal Dividends Problems
- The finite time ruin probability in a risk model with capital injections
This page was built for publication: Optimal risk management strategies in a diffusion risk process: a simultaneous problem
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6931687)
