Pages that link to "Item:Q1704142"
From MaRDI portal
The following pages link to The dividend problem with a finite horizon (Q1704142):
Displaying 15 items.
- On the free boundary of an annuity purchase (Q1711720) (← links)
- Fiscal stimulus as an optimal control problem (Q2145819) (← links)
- Optimal dividends and capital injection under dividend restrictions (Q2216195) (← links)
- On a class of non-zero-sum stochastic differential dividend games with regime switching (Q2242076) (← links)
- Optimal dividends with partial information and stopping of a degenerate reflecting diffusion (Q2282963) (← links)
- Global \(C^1\) regularity of the value function in optimal stopping problems (Q2657902) (← links)
- Irreversible reinsurance: a singular control approach (Q2682993) (← links)
- Finite horizon optimal dividend and reinsurance problem driven by a jump-diffusion process with controlled jumps (Q2701093) (← links)
- Moment-constrained optimal dividends: precommitment and consistent planning (Q5084790) (← links)
- Optimal stopping for the exponential of a Brownian bridge (Q5109507) (← links)
- An Optimal Dividend Problem with Capital Injections over a Finite Horizon (Q5232239) (← links)
- A change of variable formula with applications to multi-dimensional optimal stopping problems (Q6048969) (← links)
- Optimal dividend payout under stochastic discounting (Q6054423) (← links)
- On the Continuity of Optimal Stopping Surfaces for Jump-Diffusions (Q6157887) (← links)
- The Maximality Principle in Singular Control with Absorption and Its Applications to the Dividend Problem (Q6180251) (← links)