Pages that link to "Item:Q868314"
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The following pages link to Optimizing expected utility of dividend payments for a Brownian risk process and a peculiar nonlinear ODE (Q868314):
Displaying 28 items.
- Dividend maximization in a hidden Markov switching model (Q293597) (← links)
- Risk-sensitive dividend problems (Q726241) (← links)
- The perturbed Sparre Andersen model with a threshold dividend strategy (Q939541) (← links)
- Optimal dividends in the Brownian motion risk model with interest (Q1023316) (← links)
- The optimal dividend payout model with terminal values and its application (Q1992849) (← links)
- Optimal dividends and ALM under unhedgeable risk (Q2015618) (← links)
- Optimal expected utility of dividend payments with proportional reinsurance under VaR constraints and stochastic interest rate (Q2198915) (← links)
- Spectral decomposition of optimal asset-liability management (Q2271663) (← links)
- Optimal investment and dividend for an insurer under a Markov regime switching market with high gain tax (Q2338478) (← links)
- Classical and impulse stochastic control on the optimization of dividends with residual capital at bankruptcy (Q2398740) (← links)
- On the distribution of dividend payments in a Sparre Andersen model with generalized Erlang(\(n\)) interclaim times (Q2581783) (← links)
- Dividend optimisation: a behaviouristic approach (Q2665855) (← links)
- OPTIMAL TIMING FOR AN INDIVISIBLE ASSET SALE (Q3005842) (← links)
- On Risk Model with Dividends Payments Perturbed by a Brownian Motion – An Algorithmic Approach (Q3395770) (← links)
- Optimal expected exponential utility of dividend payments in a Brownian risk model (Q3608218) (← links)
- A note on optimal expected utility of dividend payments with proportional reinsurance (Q4583594) (← links)
- PERSONAL NON-LIFE INSURANCE DECISIONS AND THE WELFARE LOSS FROM FLAT DEDUCTIBLES (Q4629472) (← links)
- Bayesian Dividend Optimization and Finite Time Ruin Probabilities (Q4981823) (← links)
- PORTFOLIO ALLOCATION IN A LEVY-TYPE JUMP-DIFFUSION MODEL WITH NONLIFE INSURANCE RISK (Q4990920) (← links)
- Strategies for Dividend Distribution: A Review (Q5029064) (← links)
- Optimal Ratcheting of Dividends in a Brownian Risk Model (Q5092725) (← links)
- Stochastic optimal control on dividend policies with bankruptcy (Q5238199) (← links)
- On the distribution of dividend payments and the discounted penalty function in a risk model with linear dividend barrier (Q5467652) (← links)
- CLASSICAL AND IMPULSE STOCHASTIC CONTROL FOR THE OPTIMIZATION OF THE DIVIDEND AND RISK POLICIES OF AN INSURANCE FIRM (Q5472784) (← links)
- Optimal Dividends (Q5715949) (← links)
- Optimal dividends for regulated insurers with a nonlinear penalty (Q6106371) (← links)
- Measuring the suboptimality of dividend controls in a Brownian risk model (Q6198074) (← links)
- ALM for insurers with multiple underwriting lines and portfolio constraints: a Lagrangian duality approach (Q6552668) (← links)
