Pages that link to "Item:Q5219547"
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The following pages link to Optimal Dividend Strategies of Two Collaborating Businesses in the Diffusion Approximation Model (Q5219547):
Displaying 13 items.
- Stochastic differential reinsurance games in diffusion approximation models (Q2223787) (← links)
- Optimal dynamic reinsurance policies under a generalized Denneberg's absolute deviation principle (Q2282522) (← links)
- On the gain of collaboration in a two dimensional ruin problem (Q2304005) (← links)
- Irreversible investment with fixed adjustment costs: a stochastic impulse control approach (Q2323336) (← links)
- A bivariate Laguerre expansions approach for joint ruin probabilities in a two-dimensional insurance risk process (Q2670126) (← links)
- A two-dimensional dividend problem for collaborating companies and an optimal stopping problem (Q4562061) (← links)
- Optimal dividend strategy for an insurance group with contagious default risk (Q5003355) (← links)
- Ruin probability in a two-dimensional model with correlated Brownian motions (Q5003356) (← links)
- A perturbation approach to optimal investment, liability ratio, and dividend strategies (Q5083407) (← links)
- Optimal Ratcheting of Dividends in a Brownian Risk Model (Q5092725) (← links)
- Optimal Ratcheting of Dividends in Insurance (Q5130025) (← links)
- On the cumulative Parisian ruin of multi-dimensional Brownian motion risk models (Q5140652) (← links)
- Some global topological properties of a free boundary problem appearing in a two dimensional controlled ruin problem (Q6050123) (← links)
