Pages that link to "Item:Q1265919"
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The following pages link to On piecewise deterministic Markov control processes: Control of jumps and of risk processes in insurance (Q1265919):
Displaying 16 items.
- Optimal oil-owner behavior in piecewise deterministic models (Q457924) (← links)
- Optimal premium pricing for a heterogeneous portfolio of insurance risks (Q609676) (← links)
- An optimal reinsurance problem in the Cramér-Lundberg model (Q2014366) (← links)
- Integro-differential optimality equations for the risk-sensitive control of piecewise deterministic Markov processes (Q2040430) (← links)
- On risk-sensitive piecewise deterministic Markov decision processes (Q2187326) (← links)
- Reinsurance optimal strategy of a loss excess (Q2513221) (← links)
- Constrained and unconstrained optimal discounted control of piecewise deterministic Markov processes (Q2810984) (← links)
- Approximation of Optimal Reinsurance and Dividend Payout Policies (Q4464015) (← links)
- Optimal Control of Partially Observable Piecewise Deterministic Markov Processes (Q4634986) (← links)
- Optimal Control of Piecewise Deterministic Markov Processes (Q5050079) (← links)
- Hamilton-Jacobi-Bellman inequality for the average control of piecewise deterministic Markov processes (Q5087027) (← links)
- Continuous-Time Markov Decision Processes with Exponential Utility (Q5355194) (← links)
- (Q5382268) (← links)
- On Discrete-Time Dynamic Programming in Insurance: Exponential Utility and Minimizing the Ruin Probability (Q5430576) (← links)
- Traditional versus non-traditional reinsurance in a dynamic setting (Q5467665) (← links)
- Approximation methods for piecewise deterministic Markov processes and their costs (Q5743540) (← links)
