Pages that link to "Item:Q1424720"
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The following pages link to Optimal dividend payouts for diffusions with solvency constraints (Q1424720):
Displayed 50 items.
- Optimal proportional reinsurance and dividend payments with transaction costs and internal competition (Q320607) (← links)
- Liquidity management with decreasing returns to scale and secured credit line (Q331354) (← links)
- Dividends and reinsurance under a penalty for ruin (Q414614) (← links)
- Optimal dividend payout for classical risk model with risk constraint (Q477499) (← links)
- On optimality of the barrier strategy for a general Lévy risk process (Q636448) (← links)
- Impulse control of proportional reinsurance with constraints (Q638026) (← links)
- Optimality of the threshold dividend strategy for the compound Poisson model (Q645431) (← links)
- Optimal dividends and bankruptcy procedures: Analysis of the Ornstein-Uhlenbeck process (Q645698) (← links)
- Optimal dividend and investing control of an insurance company with higher solvency constraints (Q654829) (← links)
- Uniform tail asymptotics for the stochastic present value of aggregate claims in the renewal risk model (Q659236) (← links)
- Optimality of the barrier strategy in de Finetti's dividend problem for spectrally negative Lévy processes: an alternative approach (Q732157) (← links)
- Optimal investment for insurer with jump-diffusion risk process (Q817297) (← links)
- An optimal consumption problem in finite time with a constraint on the ruin probability (Q889622) (← links)
- Optimal dividend payments under a time of ruin constraint: exponential claims (Q896757) (← links)
- Finite-time dividend-ruin models (Q939344) (← links)
- Stochastic optimization algorithms for barrier dividend strategies (Q953387) (← links)
- Moments of the first passage time of one-dimensional diffusion with two-sided barriers (Q958974) (← links)
- A unified treatment of dividend payment problems under fixed cost and implementation delays (Q966425) (← links)
- A time of ruin constrained optimal dividend problem for spectrally one-sided Lévy processes (Q1742706) (← links)
- Optimal dividend policies for a class of growth-restricted diffusion processes under transaction costs and solvency constraints (Q1761455) (← links)
- Optimal control of risk exposure, reinsurance and investments for insurance portfolios (Q1888891) (← links)
- The first passage time and the dividend value function for one-dimensional diffusion processes between two reflecting barriers (Q1929687) (← links)
- Optimal control of a big financial company with debt liability under bankrupt probability constraints (Q1946948) (← links)
- Dividend optimization for jump-diffusion model with solvency constraints (Q1984693) (← links)
- Fiscal stimulus as an optimal control problem (Q2145819) (← links)
- Optimal dividends and capital injection under dividend restrictions (Q2216195) (← links)
- Stochastic optimal control of risk processes with Lipschitz payoff functions (Q2263350) (← links)
- Optimal investment and dividend for an insurer under a Markov regime switching market with high gain tax (Q2338478) (← links)
- Minimizing expected time to reach a given capital level before ruin (Q2411162) (← links)
- Optimal dividend policy and growth option (Q2463700) (← links)
- Dividend optimization for regime-switching general diffusions (Q2513600) (← links)
- Optimal control of the insurance company with proportional reinsurance policy under solvency constraints (Q2518554) (← links)
- Finite horizon optimal dividend and reinsurance problem driven by a jump-diffusion process with controlled jumps (Q2701093) (← links)
- Numerical Approximation of a Cash-Constrained Firm Value with Investment Opportunities (Q2962131) (← links)
- Optimal excess-of-loss reinsurance and dividend payments with both transaction costs and taxes (Q3064017) (← links)
- Optimal dividend payments in the classical risk model when payments are subject to both transaction costs and taxes (Q3077749) (← links)
- (Q3300168) (← links)
- A Stochastic Control Problem with Linearly Bounded Control Rates in a Brownian Model (Q3382775) (← links)
- OPTIMAL DIVIDEND PAYMENTS WHEN CASH RESERVES FOLLOW A JUMP-DIFFUSION PROCESS (Q3553258) (← links)
- Optimal Dividend Payouts Under Jump-Diffusion Risk Processes (Q3643190) (← links)
- ON THE DISTRIBUTION OF THE EXCEDENTS OF FUNDS WITH ASSETS AND LIABILITIES IN PRESENCE OF SOLVENCY AND RECOVERY REQUIREMENTS (Q4562947) (← links)
- Dividend optimization for general diffusions with restricted dividend payment rates (Q4576916) (← links)
- A note on optimal expected utility of dividend payments with proportional reinsurance (Q4583594) (← links)
- Optimal reinsurance and dividends with transaction costs and taxes under thinning structure (Q4990510) (← links)
- Moment-constrained optimal dividends: precommitment and consistent planning (Q5084790) (← links)
- A Hybrid Estimate for the Finite-Time Ruin Probability in a Bivariate Autoregressive Risk Model with Application to Portfolio Optimization (Q5168698) (← links)
- Optimality of refraction strategies for a constrained dividend problem (Q5203951) (← links)
- OPTIMAL DIVIDEND–REINSURANCE WITH TWO TYPES OF PREMIUM PRINCIPLES (Q5358076) (← links)
- Optimal dividend payments until ruin of diffusion processes when payments are subject to both fixed and proportional costs (Q5426464) (← links)
- Maximizing terminal utility by controlling risk exposure; a discrete-time dynamic control approach (Q5467654) (← links)