Pages that link to "Item:Q3147416"
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The following pages link to Some risk management problems for firms with internal competition and debt (Q3147416):
Displaying 8 items.
- 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)
- A reinsurance game between two insurance companies with nonlinear risk processes (Q2347061) (← links)
- Optimal dividends with debts and nonlinear insurance risk processes (Q2445995) (← links)
- A constrained non-linear regular-singular stochastic control problem, with applications. (Q2574623) (← links)
- Stochastic differential investment and reinsurance games with nonlinear risk processes and VaR constraints (Q2656996) (← links)
- Penalty method for portfolio selection with capital gains tax (Q6054372) (← links)
