The following pages link to (Q5532900):
Displaying 37 items.
- On the robust stability of pricing models for non-life insurance products (Q487585) (← links)
- Optimal dividend strategies in the diffusion model with stochastic return on investments (Q545419) (← links)
- A BSDE approach to a risk-based optimal investment of an insurer (Q627068) (← links)
- Optimal financing and dividend control in the dual model (Q636479) (← links)
- Optimal dividend and investing control of an insurance company with higher solvency constraints (Q654829) (← links)
- Annual intrinsic value of a company in a competitive insurance market (Q743172) (← links)
- Optimal periodic dividend strategies for spectrally positive Lévy risk processes with fixed transaction costs (Q784453) (← links)
- Optimal financing and dividend control of the insurance company with proportional reinsurance policy (Q931184) (← links)
- Adaptive control strategies and dependence of finite time ruin on the premium loading (Q939330) (← links)
- Stochastic optimization algorithms for barrier dividend strategies (Q953387) (← links)
- Optimal financing and dividend control of the insurance company with fixed and proportional transaction costs (Q1003821) (← links)
- Risk theory and serendipity (Q1068501) (← links)
- Stochastic models for life contingencies (Q1081269) (← links)
- A numerical approach to utility functions in risk theory (Q1082025) (← links)
- On optimal dividend payments and related problems (Q1121632) (← links)
- Reinsurance in arbitrage-free markets (Q1182782) (← links)
- Controlled diffusion models for optimal dividend pay-out (Q1381153) (← links)
- Distribution-free comparison of pricing principles. (Q1413273) (← links)
- The reasonableness of necessity. (Q1427936) (← links)
- Free boundary problem for a fully nonlinear and degenerate parabolic equation in an angular domain (Q1627700) (← links)
- Dividend-reinsurance strategy in the Sparre Andersen model (Q1940869) (← links)
- Viscosity solution and impulse control of the diffusion model with reinsurance and fixed transaction costs (Q2015480) (← links)
- Optimal dividends and ALM under unhedgeable risk (Q2015618) (← links)
- Stochastic optimal control of risk processes with Lipschitz payoff functions (Q2263350) (← links)
- Robust analysis for premium-reserve models in a stochastic nonlinear discrete-time varying framework (Q2292036) (← links)
- Optimal impulse and regular control strategies for proportional reinsurance problem (Q2386802) (← links)
- Equitable solvent controls in a multi-period game model of risk (Q2447414) (← links)
- Robust LMI stability, stabilization and \(H_\infty\) control for premium pricing models with uncertainties into a stochastic discrete-time framework (Q2514613) (← links)
- Optimal control of the insurance company with proportional reinsurance policy under solvency constraints (Q2518554) (← links)
- Optimal Threshold Dividend Strategies under the Compound Poisson Model with Regime Switching (Q2909993) (← links)
- Band strategies: The random walk of reserves (Q3851491) (← links)
- Approximation of Optimal Reinsurance and Dividend Payout Policies (Q4464015) (← links)
- ROBUST STABILITY, STABILISATION AND H-INFINITY CONTROL FOR PREMIUM-RESERVE MODELS IN A MARKOVIAN REGIME SWITCHING DISCRETE-TIME FRAMEWORK (Q4563783) (← links)
- Optimal dynamic portfolio selection for a corporation with controllable risk and dividend distribution policy (Q4610239) (← links)
- Strategies for Dividend Distribution: A Review (Q5029064) (← links)
- A dividend optimization problem with constraint of survival probability in a Markovian environment model (Q5078564) (← links)
- The combined effect of delay and feedback on the insurance pricing process: a control theory approach (Q5938021) (← links)
