Pages that link to "Item:Q2015480"

The following pages link to Viscosity solution and impulse control of the diffusion model with reinsurance and fixed transaction costs (Q2015480):

Displaying 12 items.

• Optimal size of business and dividend strategy in a nonlinear model with refinancing and liquidation value (Q728213) (← links)
• Time-consistent proportional reinsurance and investment strategies under ambiguous environment (Q1622519) (← links)
• Optimal dividend and capital injection strategy with excess-of-loss reinsurance and transaction costs (Q1716949) (← links)
• Optimal risk control and dividend strategies in the presence of two reinsurers: variance premium principle (Q1717018) (← links)
• An algorithm based on an iterative optimal stopping method for Feller processes with applications to impulse control, perturbation, and possibly zero random discount problems (Q2095165) (← links)
• Dividend and capital injection optimization with transaction cost for Lévy risk processes (Q2159454) (← links)
• Optimal management of DC pension plan in a stochastic interest rate and stochastic volatility framework (Q2513440) (← links)
• Optimal investment with transaction costs and dividends for an insurer (Q2954353) (← links)
• Optimal dividend and reinsurance in the presence of two reinsurers (Q3188587) (← links)
• Convergence of Implicit Schemes for Hamilton--Jacobi--Bellman Quasi-Variational Inequalities (Q4554791) (← links)
• OPTIMAL DIVIDEND AND REINSURANCE STRATEGIES WITH FINANCING AND LIQUIDATION VALUE (Q4563773) (← links)
• Optimal Impulse Control for Growth-Restricted Linear Diffusions with Regime Switching (Q5145602) (← links)