Pages that link to "Item:Q2392647"
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The following pages link to Optimal risk control policies for diffusion models with non-cheap proportional reinsurance and bankruptcy value (Q2392647):
Displaying 4 items.
- The influence of bankruptcy value on optimal risk control for diffusion models with proportional reinsurance (Q995512) (← links)
- Viscosity solution and impulse control of the diffusion model with reinsurance and fixed transaction costs (Q2015480) (← links)
- Optimal proportional reinsurance for controlled risk process which is perturbed by diffusions (Q2468793) (← links)
- Optimal proportional reinsurance policies for stochastic models (Q5216270) (← links)