Pages that link to "Item:Q2574623"

The following pages link to A constrained non-linear regular-singular stochastic control problem, with applications. (Q2574623):

Displaying 21 items.

• Stochastic optimal control to a nonlinear differential game (Q307295) (← links)
• Optimal proportional reinsurance and dividend payments with transaction costs and internal competition (Q320607) (← links)
• The optimal policy for insurance company under consideration of internal competition and the time value of ruin (Q477513) (← links)
• Optimal size of business and dividend strategy in a nonlinear model with refinancing and liquidation value (Q728213) (← links)
• Optimal financing and dividend control of the insurance company with proportional reinsurance policy (Q931184) (← links)
• Optimal investment and premium control in a nonlinear diffusion model (Q1690570) (← links)
• Optimal control of a big financial company with debt liability under bankrupt probability constraints (Q1946948) (← links)
• Optimal singular dividend problem under the Sparre Andersen model (Q2302759) (← links)
• A reinsurance game between two insurance companies with nonlinear risk processes (Q2347061) (← links)
• Optimal dividend problem with a nonlinear regular-singular stochastic control (Q2443223) (← links)
• Optimal dividends with debts and nonlinear insurance risk processes (Q2445995) (← 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)
• Optimal capital injection and dividend distribution for growth restricted diffusion models with bankruptcy (Q2520453) (← links)
• Stochastic differential investment and reinsurance games with nonlinear risk processes and VaR constraints (Q2656996) (← links)
• Irreversible reinsurance: a singular control approach (Q2682993) (← links)
• Optimal dividend and reinsurance in the presence of two reinsurers (Q3188587) (← links)
• Singular stochastic control model for algae growth management in dam downstream (Q3300934) (← links)
• Dividend optimization for general diffusions with restricted dividend payment rates (Q4576916) (← links)
• Optimal investment and premium control for insurers with ambiguity (Q5077411) (← links)
• Optimal Dividend Strategies with Reinsurance under Contagious Systemic Risk (Q5080491) (← links)