The following pages link to (Q5434181):
Displayed 45 items.
- Constrained Markov decision processes with first passage criteria (Q363565) (← links)
- Tail behaviour of the area under a random process, with applications to queueing systems, insurance and percolations (Q383194) (← links)
- First passage problems for nonstationary discrete-time stochastic control systems (Q389826) (← links)
- Optimal proportional reinsurance and investment with minimum probability of ruin (Q426584) (← links)
- Control improvement for jump-diffusion processes with applications to finance (Q434360) (← links)
- Optimal combining quota-share and excess of loss reinsurance to maximize the expected utility (Q545562) (← links)
- Maximizing the probability of attaining a target prior to extinction (Q547917) (← links)
- Asymptotically optimal dividend policy for regime-switching compound Poisson models (Q601938) (← links)
- On optimal control of capital injections by reinsurance and investments (Q621769) (← links)
- Optimal dividend strategies in a Cramér-Lundberg model with capital injections and administration costs (Q635982) (← links)
- Optimality of the threshold dividend strategy for the compound Poisson model (Q645431) (← links)
- On barrier strategy dividends with Parisian implementation delay for classical surplus processes (Q659119) (← links)
- An elementary approach to discrete models of dividend strategies (Q659189) (← links)
- Conditional law of risk processes given that ruin occurs (Q659222) (← links)
- On optimal investment in a reinsurance context with a point process market model (Q661254) (← links)
- Optimal control of capital injections by reinsurance in a diffusion approximation (Q845587) (← links)
- Optimal dividend strategies for a risk process under force of interest (Q938046) (← links)
- Optimal dividend strategies in a Cramér-Lundberg model with capital injections (Q974817) (← links)
- Optimal investment strategy to minimize the ruin probability of an insurance company under borrowing constraints (Q1003812) (← links)
- Optimal payout policy in presence of downside risk (Q1014300) (← links)
- On modelling long term stock returns with ergodic diffusion processes: arbitrage and arbitrage-free specifications (Q1039919) (← links)
- Optimal risk control and dividend distribution policies for a diffusion model with terminal value (Q1931091) (← links)
- Optimal securitization of credit portfolios via impulse control (Q1932538) (← links)
- Stochastic differential portfolio games for an insurer in a jump-diffusion risk process (Q1935921) (← links)
- Dynamic proportional reinsurance and approximations for ruin probabilities in the two-dimensional compound Poisson risk model (Q1936035) (← links)
- Optimal dividend policies with transaction costs for a class of jump-diffusion processes (Q1936828) (← links)
- Inequalities for the ruin probability in a controlled discrete-time risk process (Q2267650) (← links)
- Classical and singular stochastic control for the optimal dividend policy when there is regime switching (Q2276241) (← links)
- Risk processes with dependence and premium adjusted to solvency targets (Q2391937) (← links)
- Minimizing the ruin probability allowing investments in two assets: a two-dimensional problem (Q2392787) (← links)
- Alternative approach to the optimality of the threshold strategy for spectrally negative Lévy processes (Q2439244) (← links)
- Optimal dividend policies for compound Poisson processes: the case of bounded dividend rates (Q2444704) (← links)
- Optimizing venture capital investments in a jump diffusion model (Q2482689) (← links)
- Minimising expected discounted capital injections by reinsurance in a classical risk model (Q2866283) (← links)
- Optimal dividend control for a generalized risk model with investment incomes and debit interest (Q2868603) (← links)
- Optimal Threshold Dividend Strategies under the Compound Poisson Model with Regime Switching (Q2909993) (← links)
- De Finetti's Dividend Problem and Impulse Control for a Two-Dimensional Insurance Risk Process (Q3006673) (← links)
- Optimal Reinsurance and Dividend Strategies Under the Markov-Modulated Insurance Risk Model (Q3068104) (← links)
- Optimal Control of Capital Injections by Reinsurance with a Constant Rate of Interest (Q3094689) (← links)
- A Constant Interest Risk Model with Tax Payments (Q3161157) (← links)
- Bounds for the Ruin Probability of a Discrete-Time Risk Process (Q3621150) (← links)
- Optimal Dividends in the Dual Model with Diffusion (Q3634595) (← links)
- Optimal Dividend Payouts Under Jump-Diffusion Risk Processes (Q3643190) (← links)
- Ruin Probabilities in a Finite-Horizon Risk Model with Investment and Reinsurance (Q4903035) (← links)
- Optimal Dividend Strategies for a Compound Poisson Process Under Transaction Costs and Power Utility (Q4906410) (← links)