Pages that link to "Item:Q2516863"
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The following pages link to Some recent progress on numerical methods for controlled regime-switching models with applications to insurance and risk management (Q2516863):
Displaying 4 items.
- Stochastic control for insurance: models, strategies, and numerics (Q1622625) (← links)
- Numerical solutions of optimal risk control and dividend optimization policies under a generalized singular control formulation (Q2391436) (← links)
- A survey of numerical solutions for stochastic control problems: some recent progress (Q2673253) (← links)
- ROBUST STABILITY, STABILISATION AND H-INFINITY CONTROL FOR PREMIUM-RESERVE MODELS IN A MARKOVIAN REGIME SWITCHING DISCRETE-TIME FRAMEWORK (Q4563783) (← links)