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 32 items.
- 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 Problem: Asymptotic Analysis (Q4990517) (← links)
- Optimal periodic dividend strategies for spectrally negative Lévy processes with fixed transaction costs (Q5014491) (← links)
- A Risk Model with Multilayer Dividend Strategy (Q5019726) (← links)
- Optimal Investment and Dividend Strategy under Renewal Risk Model (Q5020735) (← links)
- Strategies for Dividend Distribution: A Review (Q5029064) (← links)
- The Erlang(<i>n</i>) risk model with two-sided jumps and a constant dividend barrier (Q5079181) (← links)
- Minimizing ruin probability under the Sparre Anderson model (Q5079885) (← links)
- Modeling and asymptotic analysis of insurance company performance (Q5082734) (← links)
- A perturbation approach to optimal investment, liability ratio, and dividend strategies (Q5083407) (← links)
- Optimal Dynamic Reinsurance Under Heterogeneous Beliefs and CARA Utility (Q5097222) (← links)
- Optimal Parisian-type dividend payments penalized by the number of claims for the classical and perturbed classical risk process (Q5122737) (← links)
- The<i>W</i>,<i>Z</i>scale functions kit for first passage problems of spectrally negative Lévy processes, and applications to control problems (Q5135954) (← links)
- Minimizing the Discounted Probability of Exponential Parisian Ruin via Reinsurance (Q5222158) (← links)
- On the central management of risk networks (Q5233165) (← links)
- Optimal dividend strategies for two collaborating insurance companies (Q5233179) (← links)
- ON OPTIMAL DIVIDENDS IN THE DUAL MODEL (Q5398355) (← links)
- Distributional Study of De Finetti's Dividend Problem for a General Lévy Insurance Risk Process (Q5443742) (← links)
- Optimal dividend strategy for the dual model with surplus-dependent expense (Q5875242) (← links)
- Optimal dividend bands revisited: a gradient-based method and evolutionary algorithms (Q6096076) (← links)
- Optimal dividend and capital injection strategies in common shock dependence model with time-inconsistent preferences (Q6099193) (← links)
- Optimal dividends for regulated insurers with a nonlinear penalty (Q6106371) (← links)
- Optimal singular dividend control with capital injection and affine penalty payment at ruin (Q6163063) (← links)
- Measuring the suboptimality of dividend controls in a Brownian risk model (Q6198074) (← links)
- Optimal payout strategies when Bruno de Finetti meets model uncertainty (Q6543153) (← links)
- Optimal dividend and stopping problems for two-dimensional compound poisson risk model (Q6571761) (← links)
- Optimal dividend strategies for a catastrophe insurer (Q6581631) (← links)
- Linearisation techniques and the dual algorithm for a class of mixed singular/continuous control problems in reinsurance. II: Numerical aspects (Q6585497) (← links)
- Optimal ratcheting of dividend payout under Brownian motion surplus (Q6608783) (← links)
- An optimal multibarrier strategy for a singular stochastic control problem with a state-dependent reward (Q6622693) (← links)
- Robust optimal reinsurance-investment strategy with extrapolative bias premiums and ambiguity aversion (Q6660346) (← links)
