Pages that link to "Item:Q5852469"

The following pages link to Resultados de optimalidad para problemas de dividendos en seguros;Optimality results for dividend problems in insurance (Q5852469):

Displaying 49 items.

• Dividend problems in the dual model with diffusion and exponentially distributed observation time (Q2452891) (← links)
• On the expected discounted dividends in the Cramér-Lundberg risk model with more frequent ruin monitoring than dividend decisions (Q2514612) (← links)
• The optimal dividend barrier in the perturbed compound Poisson risk model with randomized observation time (Q2517115) (← links)
• Optimal capital injection and dividend distribution for growth restricted diffusion models with bankruptcy (Q2520453) (← links)
• Optimal fee structure of variable annuities (Q2665877) (← links)
• Optimal dividends under a drawdown constraint and a curious square-root rule (Q2697497) (← links)
• Finite horizon optimal dividend and reinsurance problem driven by a jump-diffusion process with controlled jumps (Q2701093) (← links)
• Diffusion approximations for insurance risk processes (Q2803403) (← 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)
• (Q3409034) (← links)
• Optimal Dividend Payment and Regime Switching in a Compound Poisson Risk Model (Q3451765) (← links)
• (Q3732832) (← links)
• Periodic threshold-type dividend strategy in the compound Poisson risk model (Q4562058) (← links)
• ON THE DISTRIBUTION OF THE EXCEDENTS OF FUNDS WITH ASSETS AND LIABILITIES IN PRESENCE OF SOLVENCY AND RECOVERY REQUIREMENTS (Q4562947) (← links)
• ON THE INTERFACE BETWEEN OPTIMAL PERIODIC AND CONTINUOUS DIVIDEND STRATEGIES IN THE PRESENCE OF TRANSACTION COSTS (Q4563782) (← links)
• OPTIMAL FINANCING AND DIVIDEND DISTRIBUTION WITH TRANSACTION COSTS IN THE CASE OF RESTRICTED DIVIDEND RATES (Q4563793) (← links)
• Risk Theory with Affine Dividend Payment Strategies (Q4581318) (← links)
• A note on optimal expected utility of dividend payments with proportional reinsurance (Q4583594) (← links)
• Integral Equations, Quasi-Monte Carlo Methods and Risk Modeling (Q4611840) (← links)
• Discrete Dividend Payments in Continuous Time (Q4958548) (← links)
• Bayesian Dividend Optimization and Finite Time Ruin Probabilities (Q4981823) (← links)
• Optimal reinsurance and dividends with transaction costs and taxes under thinning structure (Q4990510) (← links)
• Optimal dividend strategy for an insurance group with contagious default risk (Q5003355) (← links)
• Optimal periodic dividend strategies for spectrally negative Lévy processes with fixed transaction costs (Q5014491) (← links)
• Optimal Investment and Dividend Strategy under Renewal Risk Model (Q5020735) (← links)
• Modeling and asymptotic analysis of insurance company performance (Q5082734) (← links)
• A perturbation approach to optimal investment, liability ratio, and dividend strategies (Q5083407) (← links)
• Moment-constrained optimal dividends: precommitment and consistent planning (Q5084790) (← links)
• Optimal Ratcheting of Dividends in a Brownian Risk Model (Q5092725) (← links)
• Efficiency of institutional spending and investment rules (Q5117681) (← links)
• Optimal Ratcheting of Dividends in Insurance (Q5130025) (← links)
• Optimal dividend problems for Sparre Andersen risk model with bounded dividend rates (Q5217904) (← links)
• Optimal dividend strategies for two collaborating insurance companies (Q5233179) (← links)
• Stochastic impulse control with regime switching for the optimal dividend policy when there are business cycles, taxes and fixed costs (Q5410806) (← links)
• Dynamic reinsurance in discrete time minimizing the insurer's cost of capital (Q5865315) (← links)
• Stable dividends under linear-quadratic optimisation (Q6053106) (← links)
• Optimal dividend bands revisited: a gradient-based method and evolutionary algorithms (Q6096076) (← links)
• On the surplus management of funds with assets and liabilities in presence of solvency requirements (Q6098034) (← links)
• Some optimisation problems in insurance with a terminal distribution constraint (Q6169663) (← links)
• On optimality of barrier dividend control under endogenous regime switching with application to Chapter 11 bankruptcy (Q6183320) (← links)
• On de Finetti's optimal impulse dividend control problem under Chapter 11 bankruptcy (Q6184308) (← links)
• A note on the optimal dividends problem with transaction costs in a spectrally negative Lévy model with Parisian ruin (Q6192584) (← links)
• Measuring the suboptimality of dividend controls in a Brownian risk model (Q6198074) (← links)
• A Lévy risk model with ratcheting dividend strategy and historic high-related stopping (Q6534551) (← links)
• Optimal payout strategies when Bruno de Finetti meets model uncertainty (Q6543153) (← links)
• Optimal dividend strategies for a catastrophe insurer (Q6581631) (← links)
• De Finetti's control problem with a concave bound on the control rate (Q6617598) (← links)
• Optimal periodic dividends with penalty payments under a diffusion model (Q6641291) (← links)