Pages that link to "Item:Q3370589"
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The following pages link to OPTIMAL REINSURANCE AND DIVIDEND DISTRIBUTION POLICIES IN THE CRAMER-LUNDBERG MODEL (Q3370589):
Displaying 50 items.
- Equilibrium dividend strategy with non-exponential discounting in a dual model (Q274116) (← links)
- On the optimal dividend problem for insurance risk models with surplus-dependent premiums (Q274118) (← links)
- Minimisation of penalty payments by investments and reinsurance (Q303741) (← links)
- Optimal dividend payout for classical risk model with risk constraint (Q477499) (← links)
- Classical and impulse control for the optimization of dividend and proportional reinsurance policies with regime switching (Q613607) (← links)
- On optimal control of capital injections by reinsurance and investments (Q621769) (← 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)
- On optimality of the barrier strategy for a general Lévy risk process (Q636448) (← links)
- Optimality of the threshold dividend strategy for the compound Poisson model (Q645431) (← links)
- An optimal dividends problem with transaction costs for spectrally negative Lévy processes (Q659091) (← links)
- De Finetti's optimal dividends problem with an affine penalty function at ruin (Q659188) (← links)
- Optimality of the barrier strategy in de Finetti's dividend problem for spectrally negative Lévy processes: an alternative approach (Q732157) (← links)
- Optimal dividend and capital injection strategy with a penalty payment at ruin: restricted dividend payments (Q784387) (← links)
- Optimality of barrier dividend strategy in a jump-diffusion risk model with debit interest (Q822631) (← links)
- Optimal dividend policy in an insurance company with contagious arrivals of claims (Q829004) (← links)
- Optimal control of capital injections by reinsurance in a diffusion approximation (Q845587) (← links)
- Optimal dividend payments under a time of ruin constraint: exponential claims (Q896757) (← links)
- Optimal dividends under a stochastic interest rate (Q896771) (← links)
- Optimal dividend strategies for a risk process under force of interest (Q938046) (← links)
- On optimality of the barrier strategy in de Finetti's dividend problem for spectrally negative Lévy processes (Q957513) (← links)
- Convexity and smoothness of scale functions and de Finetti's control problem (Q975331) (← links)
- Optimal investment policy and dividend payment strategy in an insurance company (Q990379) (← links)
- Dividend maximization under consideration of the time value of ruin (Q997096) (← links)
- Optimal payout policy in presence of downside risk (Q1014300) (← links)
- On the optimal dividend problem in the dual model with surplus-dependent premiums (Q1626507) (← links)
- Optimal investment and consumption for an insurer with high-watermark performance fee (Q1665626) (← links)
- Optimal dividend and capital injection strategies in the Cramér-Lundberg risk model (Q1665692) (← links)
- Solution to HJB equations with an elliptic integro-differential operator and gradient constraint (Q1670367) (← links)
- Complete discounted cash flow valuation (Q1681180) (← links)
- Optimal dividend and investment problems under Sparre Andersen model (Q1704145) (← links)
- A time of ruin constrained optimal dividend problem for spectrally one-sided Lévy processes (Q1742706) (← links)
- Dynamic proportional reinsurance and approximations for ruin probabilities in the two-dimensional compound Poisson risk model (Q1936035) (← links)
- Optimal dividend policies with transaction costs for a class of jump-diffusion processes (Q1936828) (← links)
- Optimal reinsurance and dividend strategies with capital injections in Cramér-Lundberg approximation model (Q1941015) (← links)
- Optimizing insurance and reinsurance in the dynamic Cramér-Lundberg model (Q1941910) (← links)
- Optimal mean-variance reinsurance in a financial market with stochastic rate of return (Q1983739) (← links)
- Optimal dividend strategies with time-inconsistent preferences (Q1994625) (← links)
- An optimal reinsurance problem in the Cramér-Lundberg model (Q2014366) (← links)
- Viscosity solution and impulse control of the diffusion model with reinsurance and fixed transaction costs (Q2015480) (← links)
- Optimal dividend problem with a terminal value for spectrally positive Lévy processes (Q2015644) (← links)
- Ruin probability in models with stochastic premiums (Q2027878) (← links)
- A multidimensional problem of optimal dividends with irreversible switching: a convergent numerical scheme (Q2041014) (← links)
- Optimal dividend strategies in a renewal risk model with phase-type distributed interclaim times (Q2115138) (← links)
- Optimal dividend and proportional reinsurance strategy under standard deviation premium principle (Q2117578) (← links)
- The policy iteration algorithm for a compound Poisson process applied to optimal dividend strategies under a Cramér-Lundberg risk model (Q2146337) (← links)
- Optimal dividend-penalty strategies for insurance risk models with surplus-dependent premiums (Q2151095) (← links)
- Linearisation techniques and the dual algorithm for a class of mixed singular/continuous control problems in reinsurance. I: Theoretical aspects (Q2152720) (← links)
- Optimal dividend strategy under Parisian ruin with affine penalty (Q2157383) (← links)
- Dividend and capital injection optimization with transaction cost for Lévy risk processes (Q2159454) (← links)
