Pages that link to "Item:Q5472784"

The following pages link to CLASSICAL AND IMPULSE STOCHASTIC CONTROL FOR THE OPTIMIZATION OF THE DIVIDEND AND RISK POLICIES OF AN INSURANCE FIRM (Q5472784):

Displaying 50 items.

• Optimal insurance risk control with multiple reinsurers (Q289286) (← links)
• Optimal proportional reinsurance and dividend payments with transaction costs and internal competition (Q320607) (← links)
• Optimal dividend and capital injection problem in the dual model with proportional and fixed transaction costs (Q418074) (← links)
• Liquidity risk and optimal dividend/investment strategies (Q506385) (← links)
• Asymptotically optimal dividend policy for regime-switching compound Poisson models (Q601938) (← links)
• Classical and impulse control for the optimization of dividend and proportional reinsurance policies with regime switching (Q613607) (← links)
• Impulse control of proportional reinsurance with constraints (Q638026) (← links)
• Optimal dividend and investing control of an insurance company with higher solvency constraints (Q654829) (← links)
• Almost periodic solutions for an impulsive delay model of price fluctuations in commodity markets (Q660720) (← links)
• Optimal size of business and dividend strategy in a nonlinear model with refinancing and liquidation value (Q728213) (← 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 financing and dividend control of the insurance company with fixed and proportional transaction costs (Q1003821) (← links)
• Optimal control for a linear system subject to a general ARIMA disturbance (Q1666616) (← links)
• Optimal dividend payment strategies with debt constraint in a hybrid regime-switching jump-diffusion model (Q1690497) (← links)
• Optimal dividend and capital injection strategy with excess-of-loss reinsurance and transaction costs (Q1716949) (← links)
• Optimal risk control and dividend strategies in the presence of two reinsurers: variance premium principle (Q1717018) (← links)
• An approximation scheme for impulse control with random reaction periods (Q1728360) (← links)
• Opaque bank assets and optimal equity capital (Q1734564) (← links)
• Maximizing a robust goal-reaching probability with penalization on ambiguity (Q1757373) (← links)
• Optimization of risk policy and dividends with fixed transaction costs under interest rate (Q1758139) (← links)
• The optimal dividend payout model with terminal values and its application (Q1992849) (← links)
• Optimal reinsurance-investment and dividends problem with fixed transaction costs (Q2031387) (← links)
• Robust classical-impulse stochastic control problems in an infinite horizon (Q2084303) (← links)
• Optimal dividend and proportional reinsurance strategy under standard deviation premium principle (Q2117578) (← links)
• Zero-sum stochastic differential game in finite horizon involving impulse controls (Q2187339) (← links)
• A fixed-point policy-iteration-type algorithm for symmetric nonzero-sum stochastic impulse control games (Q2232775) (← links)
• Optimal risk exposure and dividend payout policies under model uncertainty (Q2234748) (← links)
• Stochastic optimal control of risk processes with Lipschitz payoff functions (Q2263350) (← links)
• Classical and singular stochastic control for the optimal dividend policy when there is regime switching (Q2276241) (← links)
• Continuous-time optimal reinsurance strategy with nontrivial curved structures (Q2286107) (← links)
• Optimal price management in retail energy markets: an impulse control problem with asymptotic estimates (Q2311124) (← links)
• On a strategic model of pollution control (Q2327674) (← links)
• Classical and impulse stochastic control on the optimization of dividends with residual capital at bankruptcy (Q2398740) (← links)
• Optimal dividend and capital injection strategy with fixed costs and restricted dividend rate for a dual model (Q2438431) (← links)
• Optimal financing and dividend control of the insurance company with excess-of-loss reinsurance policy (Q2444386) (← links)
• Optimal dividends with debts and nonlinear insurance risk processes (Q2445995) (← links)
• Optimal dividend and equity issuance problem with proportional and fixed transaction costs (Q2447412) (← links)
• Minimal cost of a Brownian risk without ruin (Q2447424) (← links)
• Dividend optimization for regime-switching general diffusions (Q2513600) (← links)
• Optimal control of the insurance company with proportional reinsurance policy under solvency constraints (Q2518554) (← links)
• Optimal capital injection and dividend distribution for growth restricted diffusion models with bankruptcy (Q2520453) (← links)
• Optimal fee structure of variable annuities (Q2665877) (← links)
• Irreversible reinsurance: a singular control approach (Q2682993) (← links)
• A maximum principle via Malliavin calculus for combined stochastic control and impulse control of forward-backward systems (Q2794008) (← links)
• Optimal dividend and equity issuance in the perturbed dual model under a penalty for ruin (Q2807687) (← links)
• Optimal dividend control for a generalized risk model with investment incomes and debit interest (Q2868603) (← links)
• Optimal control problem for an insurance surplus model with debt liability (Q2875739) (← links)
• Impulse Stochastic Control for the Optimization of the Dividend Payments of the Compound Poisson Risk Model Perturbed by Diffusion (Q2905357) (← links)
• Stochastic control methods for the joint optimization of the risk and dividend policies of a firm (Q2928744) (← links)