Julia Eisenberg

Available identifiers

zbMath Open eisenberg.juliaWikidataQ102360290 ScholiaQ102360290MaRDI QIDQ621768

List of research outcomes

Publication	Date of Publication	Type
Measuring the suboptimality of dividend controls in a Brownian risk model	2024-02-20	Paper
Some optimisation problems in insurance with a terminal distribution constraint	2023-07-12	Paper
Managing reputational risk in the decumulation phase of a pension fund	2023-02-22	Paper
On Itô's formula for semimartingales with jumps and non-\(\mathcal{C}^2\) functions	2022-03-04	Paper
Optimal Dividends Paid in a Foreign Currency for a Lévy Insurance Risk Model	2021-12-18	Paper
Dividend optimisation: a behaviouristic approach	2021-11-19	Paper
Transforming public pensions: a mixed scheme with a credit granted by the state	2021-03-17	Paper
Optimising dividends and consumption under an exponential CIR as a discount factor	2020-12-15	Paper
A new approach for satisfactory pensions with no guarantees	2020-11-04	Paper
Authors' reply on the discussion of Krafft and Pankratz	2020-11-04	Paper
The impact of negative interest rates on optimal capital injections	2018-10-19	Paper
Suboptimal Control of Dividends under Exponential Utility	2018-09-06	Paper
Asymptotic optimal investment under interest rate for a class of subexponential distributions	2018-07-11	Paper
Unrestricted consumption under a deterministic wealth and an Ornstein–Uhlenbeck process as a discount rate	2018-05-28	Paper
Optimal dividends under a stochastic interest rate	2015-12-14	Paper
Optimal consumption under deterministic income	2014-07-04	Paper
Minimising expected discounted capital injections by reinsurance in a classical risk model	2013-12-13	Paper
Optimal Control of Capital Injections by Reinsurance with a Constant Rate of Interest	2011-10-25	Paper
On optimal control of capital injections by reinsurance and investments	2011-01-28	Paper
Optimal control of capital injections by reinsurance in a diffusion approximation	2010-01-29	Paper

Research outcomes over time

Doctoral students

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Known relations from the MaRDI Knowledge Graph

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