A Markov decision problem in a risk model with interest rate and Markovian environment
interest rateMarkov decision problemMarkovian environmentoptimal control strategyperiodic dividendrisk modelruin penalty
Existence of optimal solutions to problems involving randomness (49J55) Processes with independent increments; Lévy processes (60G51) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.) (60J20) Markov and semi-Markov decision processes (90C40) Optimal stochastic control (93E20)
- Risk processes with interest force in Markovian environment
- Solvency Markov decision processes with interest
- Risk theory in a Markovian environment
- Risk-sensitive Markov decision problems under model uncertainty: finite time horizon case
- Compound binomial risk model in a Markovian environment
- scientific article; zbMATH DE number 679624
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- Finite horizon Markov decision processes for risk-averse decision makers
- A risk process driven by a Markovian environment process
- Markov decision processes with recursive risk measures
- An optimal dividend strategy in the discrete Sparre Andersen model with bounded dividend rates
- An Optimal Dividends Problem with a Terminal Value for Spectrally Negative Lévy Processes with a Completely Monotone Jump Density
- An optimal dividends problem with transaction costs for spectrally negative Lévy processes
- Compound binomial risk model in a Markovian environment
- Controlled diffusion models for optimal dividend pay-out
- De Finetti's optimal dividends problem with an affine penalty function at ruin
- Dividend maximization under consideration of the time value of ruin
- Dividends and reinsurance under a penalty for ruin
- scientific article; zbMATH DE number 3671542 (Why is no real title available?)
- scientific article; zbMATH DE number 3333061 (Why is no real title available?)
- Maximizing Dividends without Bankruptcy
- Numerical methods for optimal dividend payment and investment strategies of Markov-modulated jump diffusion models with regular and singular controls
- On optimal periodic dividend strategies in the dual model with diffusion
- Optimal dividend and capital injection problem in the dual model with proportional and fixed transaction costs
- Optimal dividend payments in the stochastic Ramsey model
- Optimal dividend policies with transaction costs for a class of diffusion processes
- Optimal dividend strategy in compound binomial model with bounded dividend rates
- Optimal risk control and dividend distribution policies for a diffusion model with terminal value
- Singular optimal dividend control for the regime-switching Cramér-Lundberg model with credit and debit interest
- Some Optimal Dividends Problems
- The compound binomial model with a constant dividend barrier and periodically paid dividends
- Compound binomial risk model in a Markovian environment with capital cost and the calculation algorithm
- A periodic dividend problem with inconstant barrier in Markovian environment
- A consistent estimation of optimal dividend strategy in a risk model with delayed claims
- A dividend optimization problem with constraint of survival probability in a Markovian environment model
- An optimal control problem in a risk model with stochastic premiums and periodic dividend payments
- Optimal control strategies for dividend payments and capital injections in compound Markov binomial risk model with penalties for deficits
- Compound binomial risk model in a Markovian environment
- Dividend optimization problem in the moving average risk model
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