Pages that link to "Item:Q4646511"

The following pages link to Excess-of-loss reinsurance for a company with debt liability and constraints on risk reduction (Q4646511):

Displaying 27 items.

• Dividends and reinsurance under a penalty for ruin (Q414614) (← links)
• Optimal debt ratio and dividend payment strategies with reinsurance (Q495502) (← links)
• Optimal dividend and issuance of equity policies in the presence of proportional costs (Q931180) (← links)
• Optimal reinsurance strategy under fixed cost and delay (Q1009679) (← links)
• Optimal dividend payment strategies with debt constraint in a hybrid regime-switching jump-diffusion model (Q1690497) (← links)
• Dividend optimization for jump-diffusion model with solvency constraints (Q1984693) (← links)
• Viscosity solution and impulse control of the diffusion model with reinsurance and fixed transaction costs (Q2015480) (← links)
• Optimal reinsurance strategies in regime-switching jump diffusion models: stochastic differential game formulation and numerical methods (Q2015641) (← links)
• Optimal reinsurance-investment and dividends problem with fixed transaction costs (Q2031387) (← links)
• Stochastic differential reinsurance games in diffusion approximation models (Q2223787) (← links)
• Optimal dividend and risk control policies in the presence of a fixed transaction cost (Q2223849) (← links)
• Classical and singular stochastic control for the optimal dividend policy when there is regime switching (Q2276241) (← links)
• Optimal dynamic reinsurance policies under a generalized Denneberg's absolute deviation principle (Q2282522) (← links)
• Approximation of a class of non-zero-sum investment and reinsurance games for regime-switching jump-diffusion models (Q2327617) (← links)
• Markowitz's mean-variance optimization with investment and constrained reinsurance (Q2358493) (← links)
• Optimal reinsurance under dynamic VaR constraint (Q2374115) (← links)
• Numerical solutions of optimal risk control and dividend optimization policies under a generalized singular control formulation (Q2391436) (← links)
• Optimal dividend problem with a nonlinear regular-singular stochastic control (Q2443223) (← links)
• Optimal financing and dividend control of the insurance company with excess-of-loss reinsurance policy (Q2444386) (← links)
• Optimal dividend and equity issuance problem with proportional and fixed transaction costs (Q2447412) (← links)
• A constrained non-linear regular-singular stochastic control problem, with applications. (Q2574623) (← links)
• Optimal dynamic portfolio selection for a corporation with controllable risk and dividend distribution policy (Q4610239) (← links)
• Optimal dividend strategy for an insurance group with contagious default risk (Q5003355) (← links)
• Optimal dividends and reinsurance with capital injection under thinning dependence (Q5093750) (← links)
• Optimal Dynamic Reinsurance Under Heterogeneous Beliefs and CARA Utility (Q5097222) (← links)
• OPTIMAL DIVIDEND–REINSURANCE WITH TWO TYPES OF PREMIUM PRINCIPLES (Q5358076) (← links)
• Time-Consistent Investment and Reinsurance Strategies for Mean–Variance Insurers in <i>N</i>-Agent and Mean-Field Games (Q5877349) (← links)