SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
Optimal control of capital injections by reinsurance in a diffusion approximation
12 references·1 citing·27 second hop
Optimal control of capital injections by reinsurance in a diffusion approximation (2009)Optimal control of capital injections by …Optimal dividend strategies in a Cramér–Lundberg model with capital injections (2008)Optimal dividend strategies i…Stochastic Control in Insurance (2007)Stochastic Control in Insuran…OPTIMAL REINSURANCE AND DIVIDEND DISTRIBUTION POLICIES IN THE CRAMÉR‐LUNDBERG MODEL (2005)OPTIMAL REINSURANCE AND DIVID…Stochastic Processes for Insurance and Finance (2001)Stochastic Processes for Insu…Optimal Proportional Reinsurance Policies in a Dynamic Setting (2001)Optimal Proportional Reinsura…Ruin Probabilities (2000)Ruin ProbabilitiesStochastic Processes for Insurance and Finance (1999)Stochastic Processes for Insu…Stochastic Processes for Insurance & Finance (1999)Stochastic Processes for Insu…Aspects of Risk Theory (1991)Aspects of Risk TheoryOptimal Consumption for General Diffusions with Absorbing and Reflecting Barriers (1984)Optimal Consumption for Gener…An Introduction to Mathematical Risk Theory. By Hans U. Gerber [S. S. Huebner Foundation, R. D. Irwin Inc. Homeward Illinois, 1979] (1981)An Introduction to Mathematic…An introduction to mathematical risk theory (1979)An introduction to mathematic…Optimal investment and reinsurance policies in insurance markets under the effect of inside information (2011)Optimal investment and reinsu…Stochastic Differential Equations (1972)Some solvable stochastic control problemst† (1980)A Diffusion Model for Optimal Portfolio Selection in the Presence of Brokerage Fees (1988)Strategies for Dividend Distribution: A Review (2009)Free Cash Flow, Issuance Costs, and Stock Prices (2011)Introduction to the Theory of Queues. (1963)An equilibrium characterization of the term structure (1977)Extreme Values, Regular Variation and Point Processes (1987)On minimizing the ruin probability by investment and reinsurance (2002)The application of continuous-time random walks in finance and economics (2005)On the optimal dividend problem for a spectrally negative Lévy process (2007)Controlled diffusion models for optimal dividend pay-out (1997)Controlled Markov Processes and Viscosity Solutions (2005)On optimality of the barrier strategy in de Finetti’s dividend problem for spectrally negative Lévy processes (2008)Optimality results for dividend problems in insurance (2009)Piecewise-Deterministic Markov Processes: A General Class of Non-Diffusion Stochastic Models (1984)Robust optimal control for an insurer with reinsurance and investment under Heston’s stochastic volatility model (2013)Optimal Dividends (2004)Minimizing the Probability of Ruin When Claims Follow Brownian Motion with Drift (2005)Option pricing by Esscher transforms. (1995)Premium Calculation by Transforming the Layer Premium Density (1996)On the Time Value of Ruin (1998)Fitting Tweedie's Compound Poisson Model to Insurance Claims Data: Dispersion Modelling (2002)Quantifying Distributional Model Risk via Optimal Transport (2019)Some remarks on first passage of Lévy processes, the American put and pasting principles (2005)On Optimal Dividend Strategies In The Compound Poisson Model (2006)Optimality of the threshold dividend strategy for the compound Poisson model (2011)
this work references cited by second hop

References

  • 1979An introduction to mathematical risk theory914 cited
  • 1991Aspects of Risk Theory902 cited
  • 2001Stochastic Processes for Insurance and Finance839 cited
  • 1999Stochastic Processes for Insurance & Finance775 cited
  • 1999Stochastic Processes for Insurance and Finance499 cited
  • 2000Ruin Probabilities447 cited
  • 2001Optimal Proportional Reinsurance Policies in a Dynamic Setting271 cited
  • 2007Stochastic Control in Insurance268 cited
  • 2005OPTIMAL REINSURANCE AND DIVIDEND DISTRIBUTION POLICIES IN THE CRAMÉR‐LUNDBERG MODEL246 cited
  • 1984Optimal Consumption for General Diffusions with Absorbing and Reflecting Barriers202 cited
  • 1981An Introduction to Mathematical Risk Theory. By Hans U. Gerber [S. S. Huebner Foundation, R. D. Irwin Inc. Homeward Illinois, 1979]144 cited
  • 2008Optimal dividend strategies in a Cramér–Lundberg model with capital injections138 cited

Cited by

  • 2011Optimal investment and reinsurance policies in insurance markets under the effect of inside information28 cited

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work