Pages that link to "Item:Q2520453"
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The following pages link to Optimal capital injection and dividend distribution for growth restricted diffusion models with bankruptcy (Q2520453):
Displaying 17 items.
- Optimal asset control of the diffusion model under consideration of the time value of ruin (Q281080) (← links)
- Optimal dividends and bankruptcy procedures: Analysis of the Ornstein-Uhlenbeck process (Q645698) (← links)
- Optimal size of business and dividend strategy in a nonlinear model with refinancing and liquidation value (Q728213) (← links)
- Profit maximization with bankruptcy and variable scale (Q1129178) (← links)
- Optimal investment-reinsurance strategies with state dependent risk aversion and VaR constraints in correlated markets (Q1735027) (← links)
- Fiscal stimulus as an optimal control problem (Q2145819) (← links)
- Randomized observation periods for compound Poisson risk model with capital injection and barrier dividend (Q2166946) (← links)
- Optimal dividends and capital injection under dividend restrictions (Q2216195) (← links)
- Optimal singular dividend problem under the Sparre Andersen model (Q2302759) (← links)
- On a class of singular stochastic control problems for reflected diffusions (Q2633337) (← links)
- Singular stochastic control model for algae growth management in dam downstream (Q3300934) (← links)
- A dividend optimization problem with constraint of survival probability in a Markovian environment model (Q5078564) (← links)
- An Optimal Dividend Problem with Capital Injections over a Finite Horizon (Q5232239) (← links)
- Stochastic optimal control on dividend policies with bankruptcy (Q5238199) (← links)
- Optimal impulse dividend and capital injection model with proportional and fixed transaction costs (Q6180760) (← links)
- On singular control of reflected diffusions (Q6628941) (← links)
- Irreversible reinsurance: minimization of capital injections in presence of a fixed cost (Q6655913) (← links)