Pages that link to "Item:Q2628665"
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The following pages link to Numerical methods for optimal dividend payment and investment strategies of regime-switching jump diffusion models with capital injections (Q2628665):
Displaying 28 items.
- Numerical methods for optimal harvesting strategies in random environments under partial observations (Q290829) (← links)
- Optimal debt ratio and dividend payment strategies with reinsurance (Q495502) (← links)
- Optimal debt ratio and consumption strategies in financial crisis (Q495747) (← links)
- Harvesting and seeding of stochastic populations: analysis and numerical approximation (Q782867) (← links)
- Lookback option pricing for regime-switching jump diffusion models (Q888789) (← links)
- Pricing dynamic fund protections with regime switching (Q896790) (← links)
- Optimal dividend payment strategies with debt constraint in a hybrid regime-switching jump-diffusion model (Q1690497) (← links)
- Stochastic maximum principle for partial information optimal investment and dividend problem of an insurer (Q1716975) (← links)
- Optimal dividend and capital structure with debt covenants (Q2025293) (← links)
- Optimal exploitation for hybrid systems of renewable resources under partial observation (Q2061265) (← links)
- Mean-variance portfolio selection with dynamic attention behavior in a hidden Markov model (Q2097791) (← links)
- Numerical solutions for optimal control of stochastic Kolmogorov systems with regime-switching and random jumps (Q2137739) (← links)
- On an ergodic two-sided singular control problem (Q2156349) (← links)
- On a class of non-zero-sum stochastic differential dividend games with regime switching (Q2242076) (← links)
- Stochastic differential reinsurance games with capital injections (Q2273971) (← links)
- Harvesting of interacting stochastic populations (Q2313958) (← links)
- Optimal investment and dividend for an insurer under a Markov regime switching market with high gain tax (Q2338478) (← links)
- A hybrid deep learning method for optimal insurance strategies: algorithms and convergence analysis (Q2657006) (← links)
- A survey of numerical solutions for stochastic control problems: some recent progress (Q2673253) (← links)
- AN OPTIMAL DIVIDEND POLICY WITH DELAYED CAPITAL INJECTIONS (Q3191189) (← links)
- Numerical Methods for Controlled Switching Diffusions (Q3297417) (← links)
- Optimal investment and premium control for insurers with ambiguity (Q5077411) (← links)
- A dividend optimization problem with constraint of survival probability in a Markovian environment model (Q5078564) (← links)
- Optimal Dividend Strategies with Reinsurance under Contagious Systemic Risk (Q5080491) (← links)
- A perturbation approach to optimal investment, liability ratio, and dividend strategies (Q5083407) (← links)
- OPTIMAL INSURANCE STRATEGIES: A HYBRID DEEP LEARNING MARKOV CHAIN APPROXIMATION APPROACH (Q5119564) (← links)
- Optimal dividend and capital injection strategies in common shock dependence model with time-inconsistent preferences (Q6099193) (← links)
- Dynamic trading with Markov liquidity switching (Q6165331) (← links)
