Optimal dynamic portfolio selection for a corporation with controllable risk and dividend distribution policy
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Publication:4610239
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Cited in
(36)- Optimal investment and reinsurance of an insurer with model uncertainty
- Minimizing expected time to reach a given capital level before ruin
- A note on optimal expected utility of dividend payments with proportional reinsurance
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- Optimal dividend and capital injection problem in the dual model with proportional and fixed transaction costs
- Necessary and sufficient optimality conditions for regular-singular stochastic differential games with asymmetric information
- Free boundary problem for a fully nonlinear and degenerate parabolic equation in an angular domain
- Revisiting optimal investment strategies of value-maximizing insurance firms
- Controlling risk exposure and dividends payout schemes: Insurance company example
- Dividends and reinsurance under a penalty for ruin
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