Dependence of the optimal risk control decisions on the terminal value for a financial corporation
From MaRDI portal
Publication:5933811
DOI10.1023/A:1019239920624zbMath1035.91039MaRDI QIDQ5933811
Publication date: 14 June 2001
Published in: Annals of Operations Research (Search for Journal in Brave)
Applications of optimal control and differential games (49N90) Production theory, theory of the firm (91B38)
Related Items
Optimal impulse and regular control strategies for proportional reinsurance problem ⋮ Optimal risk control policies for diffusion models with non-cheap proportional reinsurance and bankruptcy value ⋮ OPTIMAL DIVIDEND AND REINSURANCE STRATEGIES WITH FINANCING AND LIQUIDATION VALUE ⋮ Optimal risk control and dividend distribution policies for a diffusion model with terminal value ⋮ Optimal dynamic portfolio selection for a corporation with controllable risk and dividend distribution policy ⋮ Optimal risk control and dividend strategies in the presence of two reinsurers: variance premium principle ⋮ Optimal dividend and equity issuance problem with proportional and fixed transaction costs ⋮ The optimal dividend payout model with terminal values and its application ⋮ Viscosity solution and impulse control of the diffusion model with reinsurance and fixed transaction costs ⋮ The influence of bankruptcy value on optimal risk control for diffusion models with proportional reinsurance ⋮ Optimal size of business and dividend strategy in a nonlinear model with refinancing and liquidation value ⋮ Optimal dividend policy when cash surplus follows the telegraph process ⋮ Optimal investment-reinsurance with dynamic risk constraint and regime switching
This page was built for publication: Dependence of the optimal risk control decisions on the terminal value for a financial corporation
