Pages that link to "Item:Q382911"
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The following pages link to Numerical methods for optimal dividend payment and investment strategies of Markov-modulated jump diffusion models with regular and singular controls (Q382911):
Displaying 17 items.
- Equilibrium dividend strategy with non-exponential discounting in a dual model (Q274116) (← links)
- A numerical approach to optimal dividend policies with capital injections and transaction costs (Q523786) (← links)
- Numerical methods for dividend optimization using regime-switching jump-diffusion models (Q550528) (← links)
- Necessary and sufficient optimality conditions for regular-singular stochastic differential games with asymmetric information (Q1626506) (← links)
- Stochastic maximum principle for partial information optimal investment and dividend problem of an insurer (Q1716975) (← links)
- A multidimensional problem of optimal dividends with irreversible switching: a convergent numerical scheme (Q2041014) (← links)
- Forward-backward stochastic differential games for optimal investment and dividend problem of an insurer under model uncertainty (Q2295327) (← links)
- Optimal investment and dividend for an insurer under a Markov regime switching market with high gain tax (Q2338478) (← links)
- Numerical solutions of optimal risk control and dividend optimization policies under a generalized singular control formulation (Q2391436) (← links)
- Numerical methods for optimal dividend payment and investment strategies of regime-switching jump diffusion models with capital injections (Q2628665) (← links)
- A Markov decision problem in a risk model with interest rate and Markovian environment (Q2629544) (← links)
- A survey of numerical solutions for stochastic control problems: some recent progress (Q2673253) (← links)
- A dividend optimization problem with constraint of survival probability in a Markovian environment model (Q5078564) (← links)
- On the Bailout Dividend Problem for Spectrally Negative Markov Additive Models (Q5106718) (← links)
- An Optimal Control Problem in a Risk Model with Stochastic Premiums and Periodic Dividend Payments (Q5348801) (← links)
- Optimal dividends for regulated insurers with a nonlinear penalty (Q6106371) (← links)
- Optimal timing of business conversion for solvency improvement (Q6565533) (← links)
