Pages that link to "Item:Q5957684"
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The following pages link to Optimal risk control for a large corporation in the presence of returns on investments (Q5957684):
Displaying 36 items.
- Optimal control with restrictions for a diffusion risk model under constant interest force (Q253085) (← links)
- Optimal proportional reinsurance and dividend payments with transaction costs and internal competition (Q320607) (← links)
- Optimal harvesting when the exchange rate is a semimartingale (Q413921) (← links)
- Optimal dividend payout for classical risk model with risk constraint (Q477499) (← links)
- Unintended consequences of the market risk requirement in banking regulation (Q603004) (← links)
- Optimal dividend and investing control of an insurance company with higher solvency constraints (Q654829) (← links)
- Optimal dividend and issuance of equity policies in the presence of proportional costs (Q931180) (← links)
- Optimal financing and dividend control of the insurance company with proportional reinsurance policy (Q931184) (← links)
- Threshold control of mutual insurance with limited commitment (Q938041) (← links)
- Optimal financing and dividend control of the insurance company with fixed and proportional transaction costs (Q1003821) (← links)
- Optimal investment and premium control in a nonlinear diffusion model (Q1690570) (← links)
- Optimization of risk policy and dividends with fixed transaction costs under interest rate (Q1758139) (← links)
- Optimal dividend distribution under Markov regime switching (Q1761453) (← links)
- Optimal control of risk exposure, reinsurance and investments for insurance portfolios (Q1888891) (← links)
- Optimal control of a big financial company with debt liability under bankrupt probability constraints (Q1946948) (← links)
- Optimal reinsurance-investment and dividends problem with fixed transaction costs (Q2031387) (← links)
- Optimal risk exposure and dividend payout policies under model uncertainty (Q2234748) (← links)
- An operator-based approach to the analysis of ruin-related quantities in jump diffusion risk models (Q2276235) (← 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)
- Minimizing expected time to reach a given capital level before ruin (Q2411162) (← links)
- Dynamic risk-sharing game and reinsurance contract design (Q2415979) (← links)
- Optimal financing and dividend control of the insurance company with excess-of-loss reinsurance policy (Q2444386) (← links)
- Dividend optimization for regime-switching general diffusions (Q2513600) (← links)
- Optimal control of the insurance company with proportional reinsurance policy under solvency constraints (Q2518554) (← links)
- Optimal capital injection and dividend distribution for growth restricted diffusion models with bankruptcy (Q2520453) (← links)
- A diffusion model for optimal dividend payment and risk control for a firm under consideration of the time value of ruin (Q3017397) (← links)
- Optimal excess-of-loss reinsurance and dividend payments with both transaction costs and taxes (Q3064017) (← links)
- Optimal dividend payments in the classical risk model when payments are subject to both transaction costs and taxes (Q3077749) (← links)
- STOCHASTIC APPROACH TO DIVIDEND EQUALIZATION FUND MODELLING AND SOLVENCY (Q3370182) (← links)
- OPTIMAL DIVIDEND POLICY WITH MEAN-REVERTING CASH RESERVOIR (Q3446060) (← links)
- PORTFOLIO SELECTION BY MINIMIZING THE PRESENT VALUE OF CAPITAL INJECTION COSTS (Q4563735) (← links)
- Dividend optimization for general diffusions with restricted dividend payment rates (Q4576916) (← 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)
- Truncated Stop Loss as Optimal Reinsurance Agreement in One-period Models (Q5490596) (← links)