scientific article; zbMATH DE number 3246848
From MaRDI portal
Publication:5532900
zbMath0153.49301MaRDI QIDQ5532900
Publication date: 1967
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Related Items (37)
Stochastic models for life contingencies ⋮ A numerical approach to utility functions in risk theory ⋮ Free boundary problem for a fully nonlinear and degenerate parabolic equation in an angular domain ⋮ Optimal Threshold Dividend Strategies under the Compound Poisson Model with Regime Switching ⋮ Optimal impulse and regular control strategies for proportional reinsurance problem ⋮ ROBUST STABILITY, STABILISATION AND H-INFINITY CONTROL FOR PREMIUM-RESERVE MODELS IN A MARKOVIAN REGIME SWITCHING DISCRETE-TIME FRAMEWORK ⋮ A dividend optimization problem with constraint of survival probability in a Markovian environment model ⋮ On optimal dividend payments and related problems ⋮ Controlled diffusion models for optimal dividend pay-out ⋮ Dividend-reinsurance strategy in the Sparre Andersen model ⋮ A BSDE approach to a risk-based optimal investment of an insurer ⋮ Optimal financing and dividend control in the dual model ⋮ Distribution-free comparison of pricing principles. ⋮ Optimal dynamic portfolio selection for a corporation with controllable risk and dividend distribution policy ⋮ Equitable solvent controls in a multi-period game model of risk ⋮ The reasonableness of necessity. ⋮ Optimal dividend and investing control of an insurance company with higher solvency constraints ⋮ Optimal financing and dividend control of the insurance company with proportional reinsurance policy ⋮ On the robust stability of pricing models for non-life insurance products ⋮ Reinsurance in arbitrage-free markets ⋮ Adaptive control strategies and dependence of finite time ruin on the premium loading ⋮ Stochastic optimization algorithms for barrier dividend strategies ⋮ Optimal dividend strategies in the diffusion model with stochastic return on investments ⋮ The combined effect of delay and feedback on the insurance pricing process: a control theory approach ⋮ Stochastic optimal control of risk processes with Lipschitz payoff functions ⋮ Band strategies: The random walk of reserves ⋮ Viscosity solution and impulse control of the diffusion model with reinsurance and fixed transaction costs ⋮ Optimal dividends and ALM under unhedgeable risk ⋮ Robust LMI stability, stabilization and \(H_\infty\) control for premium pricing models with uncertainties into a stochastic discrete-time framework ⋮ Optimal financing and dividend control of the insurance company with fixed and proportional transaction costs ⋮ Robust analysis for premium-reserve models in a stochastic nonlinear discrete-time varying framework ⋮ Optimal control of the insurance company with proportional reinsurance policy under solvency constraints ⋮ Annual intrinsic value of a company in a competitive insurance market ⋮ Approximation of Optimal Reinsurance and Dividend Payout Policies ⋮ Optimal periodic dividend strategies for spectrally positive Lévy risk processes with fixed transaction costs ⋮ Risk theory and serendipity ⋮ Strategies for Dividend Distribution: A Review
This page was built for publication: