Pages that link to "Item:Q2391436"

The following pages link to Numerical solutions of optimal risk control and dividend optimization policies under a generalized singular control formulation (Q2391436):

Displaying 25 items.

• Robust optimal portfolio and proportional reinsurance for an insurer under a CEV model (Q282274) (← links)
• Numerical methods for optimal harvesting strategies in random environments under partial observations (Q290829) (← links)
• Numerical methods for optimal dividend payment and investment strategies of Markov-modulated jump diffusion models with regular and singular controls (Q382911) (← 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 risk management problem of natural resources: application to oil drilling (Q829138) (← links)
• Lookback option pricing for regime-switching jump diffusion models (Q888789) (← links)
• Maximum principle via Malliavin calculus for regular-singular stochastic differential games (Q1670534) (← links)
• Optimal harvesting strategies for stochastic competitive Lotka-Volterra ecosystems (Q1689379) (← links)
• Optimal reinsurance strategies in regime-switching jump diffusion models: stochastic differential game formulation and numerical methods (Q2015641) (← links)
• Optimal dividend and capital structure with debt covenants (Q2025293) (← links)
• Harvesting of a stochastic population under a mixed regular-singular control formulation (Q2095579) (← links)
• Mean-variance portfolio selection with dynamic attention behavior in a hidden Markov model (Q2097791) (← links)
• Optimal harvesting under marine reserves and uncertain environment (Q2140306) (← links)
• On a class of non-zero-sum stochastic differential dividend games with regime switching (Q2242076) (← links)
• Singular optimal dividend control for the regime-switching Cramér-Lundberg model with credit and debit interest (Q2252244) (← links)
• Numerical methods for optimal dividend payment and investment strategies of regime-switching jump diffusion models with capital injections (Q2628665) (← links)
• A hybrid deep learning method for optimal insurance strategies: algorithms and convergence analysis (Q2657006) (← links)
• A survey of numerical solutions for stochastic control problems: some recent progress (Q2673253) (← links)
• AN OPTIMAL DIVIDEND POLICY WITH DELAYED CAPITAL INJECTIONS (Q3191189) (← links)
• Numerical Methods for Controlled Switching Diffusions (Q3297417) (← links)
• Approximating functionals of local martingales under lack of uniqueness of the Black–Scholes PDE solution (Q4683106) (← links)
• A singular stochastic control problem with direction switching cost (Q6182685) (← links)
• Optimal risk sharing and dividend strategies under default contagion: a semi-analytical approach (Q6193111) (← links)
• Numerical solutions of optimal stopping problems for a class of hybrid stochastic systems (Q6581284) (← links)