Pages that link to "Item:Q1424720"
From MaRDI portal
The following pages link to Optimal dividend payouts for diffusions with solvency constraints (Q1424720):
Displaying 11 items.
- A Hybrid Estimate for the Finite-Time Ruin Probability in a Bivariate Autoregressive Risk Model with Application to Portfolio Optimization (Q5168698) (← links)
- Optimality of refraction strategies for a constrained dividend problem (Q5203951) (← links)
- OPTIMAL DIVIDEND–REINSURANCE WITH TWO TYPES OF PREMIUM PRINCIPLES (Q5358076) (← links)
- Optimal dividend payments until ruin of diffusion processes when payments are subject to both fixed and proportional costs (Q5426464) (← links)
- Maximizing terminal utility by controlling risk exposure; a discrete-time dynamic control approach (Q5467654) (← links)
- Stable dividends under linear-quadratic optimisation (Q6053106) (← links)
- Optimal dividend payout under stochastic discounting (Q6054423) (← links)
- On the surplus management of funds with assets and liabilities in presence of solvency requirements (Q6098034) (← links)
- Optimal dividends for regulated insurers with a nonlinear penalty (Q6106371) (← links)
- Some optimisation problems in insurance with a terminal distribution constraint (Q6169663) (← links)
- Optimal reinsurance under a new design: two layers and multiple reinsurers (Q6587741) (← links)