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ArticleStochastic control for optimal new business

Christian Hipp2000

Article2000

Stochastic control for optimal new business

Christian Hipp · Michael Taksar

47 citations·0/0 files stored·Insurance Mathematics and Economics

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Probability and Risk Models Insurance and Financial Risk Management Stochastic processes and financial applications

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References

1997Controlled diffusion models for optimal dividend pay-out 1999Controlling Risk Exposure and Dividends Payout Schemes:Insurance Company Example 1998Optimal proportional reinsurance policies for diffusion models 1998Optimal proportional reinsurance policies for diffusion models with transaction costs

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2004Stochastic Control with Application in Insurance

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2001Optimal risk control for a large corporation in the presence of returns on investmentsarticle · 4 shared references 2007Optimal financing and dividend control of the insurance company with proportional reinsurance policyarticle · 4 shared references 2004Stochastic Control with Application in Insurancechapter · 4 shared references 2006CLASSICAL AND IMPULSE STOCHASTIC CONTROL FOR THE OPTIMIZATION OF THE DIVIDEND AND RISK POLICIES OF AN INSURANCE FIRMarticle · 3 shared references 2004Optimal control of risk exposure, reinsurance and investments for insurance portfoliosarticle · 3 shared references 1998Optimal risk and dividend control for a company with a debt liabilityarticle · 3 shared references

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Year2000

Typearticle

Published2000-05-01

VenueInsurance Mathematics and Economics

ISSN-L0167-6687

Languageen

Citations47

Files0 public / 0

ShelfProbability and Risk Models

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doi10.1016/s0167-6687(99)00052-9

openalex_workW2070518090

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