Pages that link to "Item:Q1974020"
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The following pages link to Optimal risk and dividend distribution control models for an insurance company (Q1974020):
Displaying 50 items.
- A fully nonlinear free boundary problem arising from optimal dividend and risk control model (Q2280170) (← links)
- Robust optimal investment and reinsurance of an insurer under jump-diffusion models (Q2327727) (← links)
- Optimal investment and dividend for an insurer under a Markov regime switching market with high gain tax (Q2338478) (← links)
- Markowitz's mean-variance optimization with investment and constrained reinsurance (Q2358493) (← links)
- Optimal reinsurance under dynamic VaR constraint (Q2374115) (← links)
- Optimal impulse and regular control strategies for proportional reinsurance problem (Q2386802) (← links)
- Optimal dividends with debts and nonlinear insurance risk processes (Q2445995) (← links)
- Mean-variance portfolio selection for a non-life insurance company (Q2472194) (← links)
- An insurance network: Nash equilibrium (Q2492181) (← links)
- Enhancing insurer value through reinsurance optimization (Q2499829) (← links)
- Dividend optimization for regime-switching general diffusions (Q2513600) (← links)
- Optimal investment and risk control policies for an insurer: expected utility maximization (Q2513618) (← links)
- Optimal control of the insurance company with proportional reinsurance policy under solvency constraints (Q2518554) (← links)
- On optimal dividends: from reflection to refraction (Q2571216) (← links)
- Solution of Hamilton-Jacobi-Bellman equation in optimal reinsurance strategy under dynamic VaR constraint (Q2631901) (← links)
- Free boundary problem for an optimal investment problem with a borrowing constraint (Q2673401) (← links)
- Finite horizon optimal dividend and reinsurance problem driven by a jump-diffusion process with controlled jumps (Q2701093) (← links)
- Controlling risk exposure and dividends payout schemes: Insurance company example (Q2757299) (← links)
- Optimization of the risk of a dividend policy (Q2771570) (← links)
- Optimal Control and Sensitivity Analysis for Two Risk Models (Q2816670) (← 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)
- A Free Boundary Problem Arising from a Stochastic Optimal Control Model with Bounded Dividend Rate (Q2929460) (← links)
- EQUILIBRIUM EQUITY PRICE WITH OPTIMAL DIVIDEND POLICY (Q2976130) (← links)
- MANAGING CORPORATE LIQUIDITY: STRATEGIES AND PRICING IMPLICATIONS (Q3006610) (← links)
- STOCHASTIC APPROACH TO DIVIDEND EQUALIZATION FUND MODELLING AND SOLVENCY (Q3370182) (← links)
- OPTIMAL REINSURANCE AND DIVIDEND DISTRIBUTION POLICIES IN THE CRAMER-LUNDBERG MODEL (Q3370589) (← links)
- OPTIMAL DIVIDEND POLICY WITH MEAN-REVERTING CASH RESERVOIR (Q3446060) (← links)
- Optimal Risk Control for The Excess of Loss Reinsurance Policies (Q3569710) (← links)
- A stochastic differential reinsurance game (Q3578668) (← links)
- On singular stochastic control and optimal stopping of spectrally negative jump diffusions (Q3612253) (← links)
- (Q3732832) (← links)
- A Diffusion Model for Optimal Dividend Distribution for a Company with Constraints on Risk Control (Q4442970) (← links)
- OPTIMAL DIVIDEND AND REINSURANCE STRATEGIES WITH FINANCING AND LIQUIDATION VALUE (Q4563773) (← links)
- OPTIMAL FINANCING AND DIVIDEND DISTRIBUTION WITH TRANSACTION COSTS IN THE CASE OF RESTRICTED DIVIDEND RATES (Q4563793) (← links)
- Optimal reinsurance: minimize the expected time to reach a goal (Q4575374) (← links)
- Barrier present value maximization for a diffusion model of insurance surplus (Q4575383) (← links)
- Dividend optimization for general diffusions with restricted dividend payment rates (Q4576916) (← links)
- The payoff distribution model: an application to dynamic portfolio insurance (Q4683012) (← links)
- Review of statistical actuarial risk modelling (Q4966720) (← links)
- Optimal reinsurance and dividends with transaction costs and taxes under thinning structure (Q4990510) (← links)
- Ruin Minimization for Insurers with Borrowing Constraints (Q5022533) (← links)
- Strategies for Dividend Distribution: A Review (Q5029064) (← links)
- Optimal Dividend Strategies with Reinsurance under Contagious Systemic Risk (Q5080491) (← links)
- (Q5157685) (← links)
- Optimal Dynamic Risk Control for Insurers with State-Dependent Income (Q5169735) (← links)
- Optimal dividend and risk control in diffusion models with linear costs (Q5176274) (← links)
- OPTIMAL DIVIDEND–REINSURANCE WITH TWO TYPES OF PREMIUM PRINCIPLES (Q5358076) (← links)
- Stochastic impulse control with regime switching for the optimal dividend policy when there are business cycles, taxes and fixed costs (Q5410806) (← links)
- Optimal Investment for an Insurer to Minimize Its Probability of Ruin (Q5715959) (← links)