Pages that link to "Item:Q3370589"
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The following pages link to OPTIMAL REINSURANCE AND DIVIDEND DISTRIBUTION POLICIES IN THE CRAMER-LUNDBERG MODEL (Q3370589):
Displaying 50 items.
- Optimal expected utility of dividend payments with proportional reinsurance under VaR constraints and stochastic interest rate (Q2198915) (← links)
- Optimising dividends and consumption under an exponential CIR as a discount factor (Q2216186) (← links)
- Optimal dividend of compound Poisson process under a stochastic interest rate (Q2244203) (← links)
- Singular optimal dividend control for the regime-switching Cramér-Lundberg model with credit and debit interest (Q2252244) (← links)
- Stochastic differential reinsurance games with capital injections (Q2273971) (← links)
- Optimal dynamic reinsurance policies under a generalized Denneberg's absolute deviation principle (Q2282522) (← links)
- Optimal singular dividend problem under the Sparre Andersen model (Q2302759) (← links)
- On a dividend problem with random funding (Q2304004) (← links)
- Optimal dividends with an affine penalty (Q2318336) (← links)
- Optimal dividend payments for a two-dimensional insurance risk process (Q2323675) (← links)
- Optimal dividend problems for a jump-diffusion model with capital injections and proportional transaction costs (Q2351282) (← links)
- On Gerber-Shiu functions and optimal dividend distribution for a Lévy risk process in the presence of a penalty function (Q2354887) (← links)
- Optimal dividend-equity issuance strategy in a dual model with fixed and proportional transaction costs (Q2355355) (← links)
- Worst-case-optimal dynamic reinsurance for large claims (Q2391938) (← links)
- Minimizing the ruin probability allowing investments in two assets: a two-dimensional problem (Q2392787) (← links)
- Optimal dividend strategies with time-inconsistent preferences and transaction costs in the Cramér-Lundberg model (Q2397851) (← links)
- On taxed spectrally negative Lévy processes with draw-down stopping (Q2404541) (← links)
- Minimizing expected time to reach a given capital level before ruin (Q2411162) (← links)
- Reinsurance contract design when the insurer is ambiguity-averse (Q2415981) (← links)
- Optimal reinsurance for Gerber-Shiu functions in the Cramér-Lundberg model (Q2421399) (← 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)
- On the optimal dividend problem for a spectrally negative Lévy process (Q2467114) (← links)
- Optimal dividend-distribution strategy under ambiguity aversion (Q2661496) (← links)
- Optimal reinsurance and investment strategies under mean-variance criteria: partial and full information (Q2674938) (← links)
- Stochastic differential game strategies in the presence of reinsurance and dividend payout (Q2691341) (← links)
- Tax optimization with a terminal value for the Lévy risk processes (Q2691498) (← links)
- Optimal dividend control for a generalized risk model with investment incomes and debit interest (Q2868603) (← links)
- Optimal control problem for an insurance surplus model with debt liability (Q2875739) (← links)
- Impulse Stochastic Control for the Optimization of the Dividend Payments of the Compound Poisson Risk Model Perturbed by Diffusion (Q2905357) (← links)
- Optimal Threshold Dividend Strategies under the Compound Poisson Model with Regime Switching (Q2909993) (← links)
- Optimal financing and dividend policy with Markovian switching regimes (Q2978980) (← 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 dividend payments in the classical risk model when payments are subject to both transaction costs and taxes (Q3077749) (← links)
- Optimal Control of Capital Injections by Reinsurance with a Constant Rate of Interest (Q3094689) (← links)
- Optimal dividend-payout in random discrete time (Q3104433) (← links)
- Optimal Dividends Paid in a Foreign Currency for a Lévy Insurance Risk Model (Q3385438) (← links)
- Double optimal stopping of a risk process (Q3429338) (← links)
- Optimal Dividend Payment and Regime Switching in a Compound Poisson Risk Model (Q3451765) (← links)
- An Optimal Dividends Problem with a Terminal Value for Spectrally Negative Lévy Processes with a Completely Monotone Jump Density (Q3621149) (← links)
- Maximizing Dividends without Bankruptcy (Q3632860) (← links)
- Optimal Dividends in the Dual Model with Diffusion (Q3634595) (← links)
- Optimal Dividend Payouts Under Jump-Diffusion Risk Processes (Q3643190) (← links)
- Optimal reinsurance problems with extrapolative claim expectation (Q4563345) (← links)
- Optimal reinsurance: minimize the expected time to reach a goal (Q4575374) (← links)
- A note on optimal expected utility of dividend payments with proportional reinsurance (Q4583594) (← links)
- SHAREHOLDER RISK MEASURES (Q4635029) (← links)
- General drawdown-based de Finetti optimization for spectrally negative Lévy risk processes (Q4684956) (← links)
- Optimal Dividend Strategies for a Compound Poisson Process Under Transaction Costs and Power Utility (Q4906410) (← links)
