Pages that link to "Item:Q4442970"
From MaRDI portal
The following pages link to A Diffusion Model for Optimal Dividend Distribution for a Company with Constraints on Risk Control (Q4442970):
Displayed 19 items.
- Dividends and reinsurance under a penalty for ruin (Q414614) (← links)
- Impulse control of proportional reinsurance with constraints (Q638026) (← links)
- Optimal control of the risk process in a regime-switching environment (Q642895) (← links)
- Optimal multi-asset investment with no-shorting constraint under mean-variance criterion for an insurer (Q646755) (← links)
- Optimal investment and reinsurance of an insurer with model uncertainty (Q659098) (← links)
- A mixed singular/switching control problem for a dividend policy with reversible technology investment (Q930682) (← links)
- Finite-time dividend-ruin models (Q939344) (← links)
- Dynamic mean-variance problem with constrained risk control for the insurers (Q1006562) (← links)
- Interplay between dividend rate and business constraints for a financial corporation (Q1769413) (← links)
- Classical and singular stochastic control for the optimal dividend policy when there is regime switching (Q2276241) (← links)
- Optimal dividend policy and growth option (Q2463700) (← links)
- Optimal partially reversible investment with entry decision and general production function (Q2485848) (← links)
- A constrained non-linear regular-singular stochastic control problem, with applications. (Q2574623) (← links)
- A diffusion model for optimal dividend payment and risk control for a firm under consideration of the time value of ruin (Q3017397) (← links)
- Optimal excess-of-loss reinsurance and dividend payments with both transaction costs and taxes (Q3064017) (← links)
- Optimal dividend payments in the classical risk model when payments are subject to both transaction costs and taxes (Q3077749) (← links)
- OPTIMAL DIVIDEND POLICY WITH MEAN-REVERTING CASH RESERVOIR (Q3446060) (← links)
- Optimal dividend payments until ruin of diffusion processes when payments are subject to both fixed and proportional costs (Q5426464) (← links)
- CLASSICAL AND IMPULSE STOCHASTIC CONTROL FOR THE OPTIMIZATION OF THE DIVIDEND AND RISK POLICIES OF AN INSURANCE FIRM (Q5472784) (← links)
