Pages that link to "Item:Q1265915"

The following pages link to Optimal proportional reinsurance policies for diffusion models with transaction costs (Q1265915):

Displaying 46 items.

• Minimisation of penalty payments by investments and reinsurance (Q303741) (← links)
• Optimal investment-reinsurance policy for an insurance company with VaR constraint (Q661229) (← links)
• Optimal investment for insurer with jump-diffusion risk process (Q817297) (← links)
• Optimal reinsurance with both proportional and fixed costs (Q900546) (← links)
• Discrete-time insurance model with capital injections and reinsurance (Q905223) (← links)
• A free boundary problem arising from a stochastic optimal control model under controllable risk (Q907786) (← links)
• Optimal financing and dividend control of the insurance company with proportional reinsurance policy (Q931184) (← links)
• Threshold control of mutual insurance with limited commitment (Q938041) (← links)
• Optimal proportional reinsurance model with transaction costs (Q949364) (← links)
• Optimal financing and dividend control of the insurance company with fixed and proportional transaction costs (Q1003821) (← 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)
• Interplay between dividend rate and business constraints for a financial corporation (Q1769413) (← links)
• Optimal risk control and dividend distribution policies for a diffusion model with terminal value (Q1931091) (← links)
• Dynamic proportional reinsurance and approximations for ruin probabilities in the two-dimensional compound Poisson risk model (Q1936035) (← links)
• Ruin probability and time of ruin with a proportional reinsurance threshold strategy (Q1939094) (← links)
• The optimal dividend payout model with terminal values and its application (Q1992849) (← links)
• An optimal reinsurance problem in the Cramér-Lundberg model (Q2014366) (← links)
• Open-loop equilibrium reinsurance-investment strategy under mean-variance criterion with stochastic volatility (Q2292185) (← links)
• Optimal prevention strategies in the classical risk model (Q2306103) (← links)
• Markowitz's mean-variance optimization with investment and constrained reinsurance (Q2358493) (← links)
• Optimal reinsurance under dynamic VaR constraint (Q2374115) (← links)
• Optimal risk control policies for diffusion models with non-cheap proportional reinsurance and bankruptcy value (Q2392647) (← links)
• Optimal investment and reinsurance for an insurer under Markov-modulated financial market (Q2397849) (← links)
• Classical and impulse stochastic control on the optimization of dividends with residual capital at bankruptcy (Q2398740) (← links)
• Optimal dividend problem with a nonlinear regular-singular stochastic control (Q2443223) (← links)
• Optimal control of the insurance company with proportional reinsurance policy under solvency constraints (Q2518554) (← links)
• Solution of Hamilton-Jacobi-Bellman equation in optimal reinsurance strategy under dynamic VaR constraint (Q2631901) (← links)
• Optimal multidimensional reinsurance policies under a common shock dependency structure (Q2677933) (← links)
• Optimal control on investment and reinsurance strategies with delay and common shock dependence in a jump-diffusion financial market (Q2691293) (← links)
• (Q2990632) (← links)
• Reinsurance control in a model with liabilities of the fractional Brownian motion type (Q3505202) (← links)
• Optimal Dividend Payouts Under Jump-Diffusion Risk Processes (Q3643190) (← links)
• Optimal dynamic portfolio selection for a corporation with controllable risk and dividend distribution policy (Q4610239) (← links)
• (Q4901097) (← links)
• Stochastic optimal control on impulse dividend model with stochastic returns (Q5015991) (← links)
• Ruin Minimization for Insurers with Borrowing Constraints (Q5022533) (← links)
• Stochastic optimal control on dividend policies with bankruptcy (Q5238199) (← links)
• CPDO WITH FINITE TERMINATION: MAXIMAL RETURN UNDER CASH-IN AND CASH-OUT CONDITIONS (Q5369441) (← links)
• Optimal investment and reinsurance policies in insurance markets under the effect of inside information (Q5414518) (← links)
• On Discrete-Time Dynamic Programming in Insurance: Exponential Utility and Minimizing the Ruin Probability (Q5430576) (← links)
• Asymptotics of ruin probabilities for controlled risk processes in the small claims case (Q5467663) (← links)
• CLASSICAL AND IMPULSE STOCHASTIC CONTROL FOR THE OPTIMIZATION OF THE DIVIDEND AND RISK POLICIES OF AN INSURANCE FIRM (Q5472784) (← links)
• Optimal Investment for an Insurer to Minimize Its Probability of Ruin (Q5715959) (← links)
• Optimal time-consistent investment-reinsurance strategy for state-dependent risk aversion with delay and common shocks (Q6170103) (← links)
• Optimal portfolio strategy of wealth process: a Lévy process model-based method (Q6544826) (← links)