Pages that link to "Item:Q1690497"
From MaRDI portal
The following pages link to Optimal dividend payment strategies with debt constraint in a hybrid regime-switching jump-diffusion model (Q1690497):
Displaying 10 items.
- Optimal debt ratio and dividend payment strategies with reinsurance (Q495502) (← links)
- Numerical methods for dividend optimization using regime-switching jump-diffusion models (Q550528) (← links)
- Optimal investment and dividend for an insurer under a Markov regime switching market with high gain tax (Q2338478) (← links)
- Optimal approach for insurance company with threshold dividend strategy under dynamic VaR constraint (Q2823729) (← links)
- Research of dynamic asset allocations with dividend payment under jump-diffusion environment (Q2860625) (← links)
- Optimal dividend strategy in a jump-diffusion model with a linear barrier constraint (Q2983673) (← links)
- Optimal debt ratio and dividend strategies for an insurer under a regime-switching model (Q4634190) (← links)
- Time-consistent reinsurance and investment strategy combining quota-share and excess of loss for mean-variance insurers with jump-diffusion price process (Q5079961) (← links)
- Error Estimates of Penalty Schemes for Quasi-Variational Inequalities Arising from Impulse Control Problems (Q5210849) (← links)
- Asset-liability management with state-dependent utility in the regime-switching market (Q6115891) (← links)
