Pages that link to "Item:Q1381153"
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The following pages link to Controlled diffusion models for optimal dividend pay-out (Q1381153):
Displaying 50 items.
- Optimal control with restrictions for a diffusion risk model under constant interest force (Q253085) (← links)
- Equilibrium dividend strategy with non-exponential discounting in a dual model (Q274116) (← links)
- A numerical method for SDEs with discontinuous drift (Q285276) (← links)
- Numerical methods for optimal harvesting strategies in random environments under partial observations (Q290829) (← links)
- Dividend maximization in a hidden Markov switching model (Q293597) (← links)
- Optimal proportional reinsurance and dividend payments with transaction costs and internal competition (Q320607) (← links)
- On a dual risk model perturbed by diffusion with dividend threshold (Q335054) (← links)
- Optimal consumption in a Brownian model with absorption and finite time horizon (Q358618) (← links)
- Numerical methods for optimal dividend payment and investment strategies of Markov-modulated jump diffusion models with regular and singular controls (Q382911) (← links)
- Optimal harvesting when the exchange rate is a semimartingale (Q413921) (← links)
- Dividends and reinsurance under a penalty for ruin (Q414614) (← links)
- Optimal dividend payout for classical risk model with risk constraint (Q477499) (← links)
- The optimal policy for insurance company under consideration of internal competition and the time value of ruin (Q477513) (← links)
- Optimal debt ratio and dividend payment strategies with reinsurance (Q495502) (← links)
- Liquidity risk and optimal dividend/investment strategies (Q506385) (← links)
- A numerical approach to optimal dividend policies with capital injections and transaction costs (Q523786) (← links)
- Optimal dividend strategies in the diffusion model with stochastic return on investments (Q545419) (← links)
- Asymptotically optimal dividend policy for regime-switching compound Poisson models (Q601938) (← links)
- Optimal premium pricing for a heterogeneous portfolio of insurance risks (Q609676) (← links)
- On optimality of the barrier strategy for the classical risk model with interest (Q628629) (← links)
- Optimal dividend strategies in a Cramér-Lundberg model with capital injections and administration costs (Q635982) (← links)
- Impulse control of proportional reinsurance with constraints (Q638026) (← links)
- Optimality of the threshold dividend strategy for the compound Poisson model (Q645431) (← links)
- Optimal dividends and bankruptcy procedures: Analysis of the Ornstein-Uhlenbeck process (Q645698) (← links)
- On barrier strategy dividends with Parisian implementation delay for classical surplus processes (Q659119) (← links)
- Optimal dividend and dynamic reinsurance strategies with capital injections and proportional costs (Q692676) (← links)
- Risk-sensitive dividend problems (Q726241) (← links)
- Existence and asymptotic behavior of an optimal barrier for an optimal consumption problem in a Brownian model with absorption and finite time horizon (Q742535) (← links)
- Asymptotic ruin probabilities for proportional investment under interest force with dominatedly-varying-tailed claims (Q744743) (← links)
- Optimal reinsurance-investment problem under mean-variance criterion with \(n\) risky assets (Q782116) (← links)
- Optimal dividend and capital injection strategy with a penalty payment at ruin: restricted dividend payments (Q784387) (← links)
- Optimal investment for insurer with jump-diffusion risk process (Q817297) (← links)
- Optimality of barrier dividend strategy in a jump-diffusion risk model with debit interest (Q822631) (← links)
- On a perturbed Sparre Andersen risk model with multi-layer dividend strategy (Q843170) (← links)
- The perturbed compound Poisson risk model with constant interest and a threshold dividend strategy (Q847166) (← links)
- The Gerber-Shiu expected discounted penalty function for risk processes with interest and a constant dividend barrier (Q865615) (← links)
- Optimizing expected utility of dividend payments for a Brownian risk process and a peculiar nonlinear ODE (Q868314) (← links)
- Dividend payments with a threshold strategy in the compound Poisson risk model perturbed by diffusion (Q882477) (← links)
- An optimal consumption problem in finite time with a constraint on the ruin probability (Q889622) (← links)
- Optimal dividends under a stochastic interest rate (Q896771) (← links)
- A free boundary problem arising from a stochastic optimal control model under controllable risk (Q907786) (← links)
- Optimal financing and dividend control of the insurance company with proportional reinsurance policy (Q931184) (← links)
- Gerber-Shiu discounted penalty function in a Sparre Andersen model with multi-layer dividend strategy (Q931185) (← links)
- Threshold control of mutual insurance with limited commitment (Q938041) (← links)
- Finite-time dividend-ruin models (Q939344) (← links)
- The perturbed Sparre Andersen model with a threshold dividend strategy (Q939541) (← links)
- On the time value of absolute ruin for a multi-layer compound Poisson model under interest force (Q947187) (← links)
- Optimal proportional reinsurance model with transaction costs (Q949364) (← links)
- Stochastic optimization algorithms for barrier dividend strategies (Q953387) (← links)
- On optimality of the barrier strategy in de Finetti's dividend problem for spectrally negative Lévy processes (Q957513) (← links)
