Pages that link to "Item:Q1931091"
From MaRDI portal
The following pages link to Optimal risk control and dividend distribution policies for a diffusion model with terminal value (Q1931091):
Displaying 16 items.
- Optimal control with restrictions for a diffusion risk model under constant interest force (Q253085) (← links)
- The optimal strategy for an insurance company under the influence of the terminal value (Q655880) (← links)
- Optimal size of business and dividend strategy in a nonlinear model with refinancing and liquidation value (Q728213) (← links)
- The influence of bankruptcy value on optimal risk control for diffusion models with proportional reinsurance (Q995512) (← links)
- Optimal risk control and dividend strategies in the presence of two reinsurers: variance premium principle (Q1717018) (← links)
- Optimal risk and dividend distribution control models for an insurance company (Q1974020) (← links)
- The optimal dividend payout model with terminal values and its application (Q1992849) (← links)
- A Markov decision problem in a risk model with interest rate and Markovian environment (Q2629544) (← links)
- Stochastic differential game strategies in the presence of reinsurance and dividend payout (Q2691341) (← links)
- Optimal control strategy for dividend-payments in a risk model with stochastic premiums (Q2815837) (← links)
- Stochastic control methods for the joint optimization of the risk and dividend policies of a firm (Q2928744) (← links)
- A Diffusion Model for Optimal Dividend Distribution for a Company with Constraints on Risk Control (Q4442970) (← links)
- OPTIMAL DIVIDEND AND REINSURANCE STRATEGIES WITH FINANCING AND LIQUIDATION VALUE (Q4563773) (← links)
- Optimal dividend and financing problems for a diffusion model with excess-of-loss reinsurance strategy and terminal value (Q5194441) (← links)
- Optimal risk control and dividend distribution policies. Example of excess-of loss reinsurance for an insurance corporation (Q5926469) (← links)
- Some optimisation problems in insurance with a terminal distribution constraint (Q6169663) (← links)