Stochastic impulse control with regime switching for the optimal dividend policy when there are business cycles, taxes and fixed costs

By Sotomayor Luz R.   Cadenillas Abel  

Stochastics: An International Journal of Probability and Stochastic Processes, Vol. 85, Iss. 4, 2013-08 ,pp. : 707-722

Taylor & Francis Ltd

Access to resources Recommend Favorite

Optimal risk control and dividend policies under excess of loss reinsurance

By Mnif Mohamed   Sulem Agnès  

Stochastics: An International Journal of Probability and Stochastic Processes, Vol. 77, Iss. 5, 2005-10 ,pp. : 455-476

Taylor & Francis Ltd

Access to resources Recommend Favorite

An impulse control approach to dike height optimization

By Chahim Mohammed   Brekelmans Ruud   den Hertog Dick   Kort Peter  

Optimization Methods and Software, Vol. 28, Iss. 3, 2013-06 ,pp. : 458-477

Taylor & Francis Ltd

Access to resources Recommend Favorite

Stochastic Optimization Algorithms for Pricing American Put Options Under Regime-Switching Models

By Yin G.   Wang J.   Zhang Q.   Liu Y.  

Journal of Optimization Theory and Applications, Vol. 131, Iss. 1, 2006-10 ,pp. : 37-52

Springer Publishing Company

Access to resources Recommend Favorite

Optimal Proportional Reinsurance for Controlled Risk Process which is Perturbed by Diffusion

By Liang Zhi-bin  

Acta Mathematicae Applicatae Sinica, Vol. 23, Iss. 3, 2007-07 ,pp. : 477-488

Springer Publishing Company

Access to resources Recommend Favorite