Pages that link to "Item:Q4971973"
From MaRDI portal
The following pages link to Optimal Dividend Distribution Under Drawdown and Ratcheting Constraints on Dividend Rates (Q4971973):
Displaying 14 items.
- Portfolio selection with drawdown constraint on consumption: a generalization model (Q2040428) (← links)
- Optimal consumption with reference to past spending maximum (Q2120541) (← links)
- Finite horizon portfolio selection problem with a drawdown constraint on consumption (Q2236009) (← links)
- Optimal consumption and life insurance under shortfall aversion and a drawdown constraint (Q2681448) (← links)
- Optimal dividends under a drawdown constraint and a curious square-root rule (Q2697497) (← links)
- Optimal Investment and Consumption under a Habit-Formation Constraint (Q5071493) (← links)
- Optimal Ratcheting of Dividends in a Brownian Risk Model (Q5092725) (← links)
- Optimal Ratcheting of Dividends in Insurance (Q5130025) (← links)
- Parisian excursion with capital injection for drawdown reflected Lévy insurance risk process (Q5881713) (← links)
- Optimisation of drawdowns by generalised reinsurance in the classical risk model (Q6089415) (← links)
- Optimal Consumption Under a Habit-Formation Constraint: The Deterministic Case (Q6159082) (← links)
- Optimal consumption with loss aversion and reference to past spending maximum (Q6496947) (← links)
- Optimal ratcheting of dividend payout under Brownian motion surplus (Q6608783) (← links)
- De Finetti's control problem with a concave bound on the control rate (Q6617598) (← links)