Deprecated: $wgMWOAuthSharedUserIDs=false is deprecated, set $wgMWOAuthSharedUserIDs=true, $wgMWOAuthSharedUserSource='local' instead [Called from MediaWiki\HookContainer\HookContainer::run in /var/www/html/w/includes/HookContainer/HookContainer.php at line 135] in /var/www/html/w/includes/Debug/MWDebug.php on line 372
Dividend optimization for regime-switching general diffusions - MaRDI portal

Dividend optimization for regime-switching general diffusions (Q2513600)

From MaRDI portal

Jump to:navigation, search

scientific article

Language	Label	Description	Also known as
English	Dividend optimization for regime-switching general diffusions	scientific article

Statements

scholarly article

0 references

Dividend optimization for regime-switching general diffusions (English)

0 references

0 references

0 references

Insurance Mathematics \& Economics

0 references

publication date

28 January 2015

0 references

zbMATH Keywords

dividend

0 references

dynamic programming principle

0 references

general diffusion

0 references

optimization

0 references

regime-switching

0 references

MaRDI profile type

MaRDI publication profile

0 references

full work available at URL

https://doi.org/10.1016/j.insmatheco.2013.07.006

0 references

A class of solvable stochastic dividend optimization problems: on the general impact of flexibility on valuation

0 references

Optimal risk control and dividend distribution policies. Example of excess-of loss reinsurance for an insurance corporation

0 references

Controlled diffusion models for optimal dividend pay-out

0 references

Approximation of Optimal Reinsurance and Dividend Payout Policies

0 references

0 references

CLASSICAL AND IMPULSE STOCHASTIC CONTROL FOR THE OPTIMIZATION OF THE DIVIDEND AND RISK POLICIES OF AN INSURANCE FIRM

0 references

OPTIMAL DIVIDEND POLICY WITH MEAN-REVERTING CASH RESERVOIR

0 references

0 references

A constrained non-linear regular-singular stochastic control problem, with applications.

0 references

Optimal financing and dividend control of the insurance company with fixed and proportional transaction costs

0 references

Optimal risk control for a large corporation in the presence of returns on investments

0 references

A comparison theorem for solutions of stochastic differential equations and its applications

0 references

Optimal dividend distribution under Markov regime switching

0 references

Optimal dividend payouts for diffusions with solvency constraints

0 references

Optimal dividend payments until ruin of diffusion processes when payments are subject to both fixed and proportional costs

0 references

Optimal Dividend Payments and Reinvestments of Diffusion Processes with Both Fixed and Proportional Costs

0 references

Optimal Consumption for General Diffusions with Absorbing and Reflecting Barriers

0 references

EXPLICIT SOLUTIONS OF CONSUMPTION-INVESTMENT PROBLEMS IN FINANCIAL MARKETS WITH REGIME SWITCHING

0 references

Classical and singular stochastic control for the optimal dividend policy when there is regime switching

0 references

Optimal risk and dividend distribution control models for an insurance company

0 references

Classical and impulse control for the optimization of dividend and proportional reinsurance policies with regime switching

0 references

Optimal impulse and regular control strategies for proportional reinsurance problem

0 references

Asymptotically optimal dividend policy for regime-switching compound Poisson models

0 references

Ruin theory for a Markov regime-switching model under a threshold dividend strategy

0 references

On differentiability of ruin functions under Markov-modulated models

0 references

Identifiers

zbMATH Open document ID

0 references

Mathematics Subject Classification ID

0 references

0 references

0 references

zbMATH DE Number

0 references

0 references

10.1016/J.INSMATHECO.2013.07.006

0 references

Sitelinks

Mathematics(1 entry)

mardi Publication:2513600

Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Item:Q2513600&oldid=39133971"