Optimization of risk policy and dividends with fixed transaction costs under interest rate
From MaRDI portal
Publication:1758139
DOI10.1007/s11464-012-0219-0zbMath1251.93145OpenAlexW2084204233MaRDI QIDQ1758139
Publication date: 7 November 2012
Published in: Frontiers of Mathematics in China (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11464-012-0219-0
transaction costsimpulse controlquasi-variational inequalitydividendsmixed classical-impulse control
Related Items (1)
Cites Work
- Oscillation for a class of neutral parabolic differential equations
- A simplified treatment of the theory of optimal regulation of Brownian motion
- Super contact and related optimality conditions
- Controlled diffusion models for optimal dividend pay-out
- Portfolio optimisation with strictly positive transaction costs and impulse control
- Optimal risk and dividend distribution control models for an insurance company
- Consumption-investment problems with transaction costs: Survey and open problems
- Classical and Impulse Stochastic Control of the Exchange Rate Using Interest Rates and Reserves
- Controlling Risk Exposure and Dividends Payout Schemes:Insurance Company Example
- Impulse Control of Brownian Motion
- Optimal proportional reinsurance policies for diffusion models
- Optimal Impulse Control When Control Actions Have Random Consequences
- A Diffusion Model for Optimal Dividend Distribution for a Company with Constraints on Risk Control
- Optimization of the flow of dividends
- CLASSICAL AND IMPULSE STOCHASTIC CONTROL FOR THE OPTIMIZATION OF THE DIVIDEND AND RISK POLICIES OF AN INSURANCE FIRM
- Optimal risk control and dividend distribution policies. Example of excess-of loss reinsurance for an insurance corporation
- Optimal risk control for a large corporation in the presence of returns on investments
- Unnamed Item
- Unnamed Item
This page was built for publication: Optimization of risk policy and dividends with fixed transaction costs under interest rate
