Artículos de revistas sobre el tema "Optimal dividend control problem"
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Ekström, Erik y Bing Lu. "The Optimal Dividend Problem in the Dual Model". Advances in Applied Probability 46, n.º 3 (septiembre de 2014): 746–65. http://dx.doi.org/10.1239/aap/1409319558.
Texto completoEkström, Erik y Bing Lu. "The Optimal Dividend Problem in the Dual Model". Advances in Applied Probability 46, n.º 03 (septiembre de 2014): 746–65. http://dx.doi.org/10.1017/s0001867800007357.
Texto completoPérez, José-Luis, Kazutoshi Yamazaki y Xiang Yu. "On the Bail-Out Optimal Dividend Problem". Journal of Optimization Theory and Applications 179, n.º 2 (23 de junio de 2018): 553–68. http://dx.doi.org/10.1007/s10957-018-1340-3.
Texto completoZhu, Jinxia. "OPTIMAL FINANCING AND DIVIDEND DISTRIBUTION WITH TRANSACTION COSTS IN THE CASE OF RESTRICTED DIVIDEND RATES". ASTIN Bulletin 47, n.º 1 (5 de octubre de 2016): 239–68. http://dx.doi.org/10.1017/asb.2016.29.
Texto completoLindensjö, Kristoffer y Filip Lindskog. "Optimal dividends and capital injection under dividend restrictions". Mathematical Methods of Operations Research 92, n.º 3 (16 de julio de 2020): 461–87. http://dx.doi.org/10.1007/s00186-020-00720-y.
Texto completoSun, Shi Liang, Xiao Qian Huang y Lu Lian. "Control Strategy of Proportional Reinsurance with Dividend Process". Applied Mechanics and Materials 488-489 (enero de 2014): 1301–5. http://dx.doi.org/10.4028/www.scientific.net/amm.488-489.1301.
Texto completoChevalier, Etienne, Vathana Ly Vath y Simone Scotti. "An Optimal Dividend and Investment Control Problem under Debt Constraints". SIAM Journal on Financial Mathematics 4, n.º 1 (enero de 2013): 297–326. http://dx.doi.org/10.1137/120866816.
Texto completoChen, Mi, Xiaofan Peng y Junyi Guo. "Optimal dividend problem with a nonlinear regular-singular stochastic control". Insurance: Mathematics and Economics 52, n.º 3 (mayo de 2013): 448–56. http://dx.doi.org/10.1016/j.insmatheco.2013.02.010.
Texto completoDe Angelis, Tiziano. "Optimal dividends with partial information and stopping of a degenerate reflecting diffusion". Finance and Stochastics 24, n.º 1 (18 de octubre de 2019): 71–123. http://dx.doi.org/10.1007/s00780-019-00407-1.
Texto completoAlbrecher, Hansjörg, Pablo Azcue y Nora Muler. "Optimal dividend strategies for two collaborating insurance companies". Advances in Applied Probability 49, n.º 2 (junio de 2017): 515–48. http://dx.doi.org/10.1017/apr.2017.11.
Texto completoMeng, Hui, Ming Zhou y Tak Kuen Siu. "OPTIMAL DIVIDEND–REINSURANCE WITH TWO TYPES OF PREMIUM PRINCIPLES". Probability in the Engineering and Informational Sciences 30, n.º 2 (9 de diciembre de 2015): 224–43. http://dx.doi.org/10.1017/s0269964815000352.
Texto completoLI, WEIPING. "OPTIMAL DIVIDEND POLICY AND STOCK PRICES". International Journal of Theoretical and Applied Finance 23, n.º 04 (junio de 2020): 2050023. http://dx.doi.org/10.1142/s0219024920500235.
Texto completoCheng, Xiang, Zhuo Jin y Hailiang Yang. "OPTIMAL INSURANCE STRATEGIES: A HYBRID DEEP LEARNING MARKOV CHAIN APPROXIMATION APPROACH". ASTIN Bulletin 50, n.º 2 (mayo de 2020): 449–77. http://dx.doi.org/10.1017/asb.2020.9.
Texto completoTian, Linlin, Lihua Bai y Junyi Guo. "Optimal Singular Dividend Problem Under the Sparre Andersen Model". Journal of Optimization Theory and Applications 184, n.º 2 (31 de octubre de 2019): 603–26. http://dx.doi.org/10.1007/s10957-019-01600-0.
Texto completoChen, Mi y Kam Chuen Yuen. "Optimal dividend and reinsurance in the presence of two reinsurers". Journal of Applied Probability 53, n.º 2 (junio de 2016): 554–71. http://dx.doi.org/10.1017/jpr.2016.20.
Texto completoZhu, Jinxia. "DIVIDEND OPTIMIZATION FOR A REGIME-SWITCHING DIFFUSION MODEL WITH RESTRICTED DIVIDEND RATES". ASTIN Bulletin 44, n.º 2 (13 de febrero de 2014): 459–94. http://dx.doi.org/10.1017/asb.2014.2.
Texto completoYAMAZAKI, AKIRA. "EQUILIBRIUM EQUITY PRICE WITH OPTIMAL DIVIDEND POLICY". International Journal of Theoretical and Applied Finance 20, n.º 02 (marzo de 2017): 1750012. http://dx.doi.org/10.1142/s0219024917500121.
Texto completoChristensen, Sören y Kristoffer Lindensjö. "Moment-constrained optimal dividends: precommitment and consistent planning". Advances in Applied Probability 54, n.º 2 (junio de 2022): 404–32. http://dx.doi.org/10.1017/apr.2021.38.
Texto completoChristensen, Sören y Kristoffer Lindensjö. "Moment-constrained optimal dividends: precommitment and consistent planning". Advances in Applied Probability 54, n.º 2 (junio de 2022): 404–32. http://dx.doi.org/10.1017/apr.2021.38.
Texto completoKeppo, Jussi, A. Max Reppen y H. Mete Soner. "Discrete Dividend Payments in Continuous Time". Mathematics of Operations Research 46, n.º 3 (agosto de 2021): 895–911. http://dx.doi.org/10.1287/moor.2020.1081.
Texto completoJunca, Mauricio, Harold A. Moreno-Franco, José Luis Pérez y Kazutoshi Yamazaki. "Optimality of refraction strategies for a constrained dividend problem". Advances in Applied Probability 51, n.º 03 (septiembre de 2019): 633–66. http://dx.doi.org/10.1017/apr.2019.32.
Texto completoFerrari, Giorgio y Patrick Schuhmann. "An Optimal Dividend Problem with Capital Injections over a Finite Horizon". SIAM Journal on Control and Optimization 57, n.º 4 (enero de 2019): 2686–719. http://dx.doi.org/10.1137/18m1184588.
Texto completoZhu, Dan y Chuancun Yin. "Stochastic Optimal Control of Investment and Dividend Payment Model under Debt Control with Time-Inconsistency". Mathematical Problems in Engineering 2018 (9 de julio de 2018): 1–8. http://dx.doi.org/10.1155/2018/7928953.
Texto completoEisenberg, Julia, Stefan Kremsner y Alexander Steinicke. "Two Approaches for a Dividend Maximization Problem under an Ornstein-Uhlenbeck Interest Rate". Mathematics 9, n.º 18 (14 de septiembre de 2021): 2257. http://dx.doi.org/10.3390/math9182257.
Texto completoGuan, Chonghu, Fahuai Yi y Xiaoshan Chen. "A fully nonlinear free boundary problem arising from optimal dividend and risk control model". Mathematical Control & Related Fields 9, n.º 3 (2019): 425–52. http://dx.doi.org/10.3934/mcrf.2019020.
Texto completoYao, Dingjun, Hailiang Yang y Rongming Wang. "OPTIMAL DIVIDEND AND REINSURANCE STRATEGIES WITH FINANCING AND LIQUIDATION VALUE". ASTIN Bulletin 46, n.º 2 (25 de enero de 2016): 365–99. http://dx.doi.org/10.1017/10.1017/asb.2015.28.
Texto completoYang, Xixi, Jiyang Tan, Hanjun Zhang y Ziqiang Li. "An Optimal Control Problem in a Risk Model with Stochastic Premiums and Periodic Dividend Payments". Asia-Pacific Journal of Operational Research 34, n.º 03 (junio de 2017): 1740013. http://dx.doi.org/10.1142/s0217595917400139.
Texto completoStrietzel, Philipp Lukas y Henriette Elisabeth Heinrich. "Optimal Dividends for a Two-Dimensional Risk Model with Simultaneous Ruin of Both Branches". Risks 10, n.º 6 (2 de junio de 2022): 116. http://dx.doi.org/10.3390/risks10060116.
Texto completoGuan, Chonghu y Fahuai Yi. "A Free Boundary Problem Arising from a Stochastic Optimal Control Model with Bounded Dividend Rate". Stochastic Analysis and Applications 32, n.º 5 (2 de septiembre de 2014): 742–60. http://dx.doi.org/10.1080/07362994.2014.922778.
Texto completoYao, Dingjun, Hailiang Yang y Rongming Wang. "Optimal risk and dividend control problem with fixed costs and salvage value: Variance premium principle". Economic Modelling 37 (febrero de 2014): 53–64. http://dx.doi.org/10.1016/j.econmod.2013.10.026.
Texto completoChen, Peimin y Bo Li. "Classical and Impulse Stochastic Control on the Optimization of Dividends with Residual Capital at Bankruptcy". Discrete Dynamics in Nature and Society 2017 (2017): 1–14. http://dx.doi.org/10.1155/2017/2693568.
Texto completoChen, Xiaoshan, Chonghu Guan y Fahuai Yi. "A Free Boundary Problem of Liquidity Management for Optimal Dividend and Insurance in Finite Horizon". SIAM Journal on Control and Optimization 59, n.º 4 (enero de 2021): 2524–45. http://dx.doi.org/10.1137/20m1329949.
Texto completoGuo, Xin. "Some risk management problems for firms with internal competition and debt". Journal of Applied Probability 39, n.º 1 (marzo de 2002): 55–69. http://dx.doi.org/10.1239/jap/1019737987.
Texto completoGuo, Xin. "Some risk management problems for firms with internal competition and debt". Journal of Applied Probability 39, n.º 01 (marzo de 2002): 55–69. http://dx.doi.org/10.1017/s0021900200021501.
Texto completoWen, Yuzhen y Chuancun Yin. "Optimal Expected Utility of Dividend Payments with Proportional Reinsurance under VaR Constraints and Stochastic Interest Rate". Journal of Function Spaces 2020 (11 de agosto de 2020): 1–13. http://dx.doi.org/10.1155/2020/4051969.
Texto completoKyprianou, A. E. y Z. Palmowski. "Distributional Study of De Finetti's Dividend Problem for a General Lévy Insurance Risk Process". Journal of Applied Probability 44, n.º 2 (junio de 2007): 428–43. http://dx.doi.org/10.1239/jap/1183667412.
Texto completoKyprianou, A. E. y Z. Palmowski. "Distributional Study of De Finetti's Dividend Problem for a General Lévy Insurance Risk Process". Journal of Applied Probability 44, n.º 02 (junio de 2007): 428–43. http://dx.doi.org/10.1017/s0021900200117930.
Texto completoKyprianou, A. E. y Z. Palmowski. "Distributional Study of De Finetti's Dividend Problem for a General Lévy Insurance Risk Process". Journal of Applied Probability 44, n.º 02 (junio de 2007): 428–43. http://dx.doi.org/10.1017/s0021900200003077.
Texto completoYan, Qingyou, Le Yang, Tomas Baležentis, Dalia Streimikiene y Chao Qin. "Optimal Dividend and Capital Injection Problem with Transaction Cost and Salvage Value: The Case of Excess-of-Loss Reinsurance Based on the Symmetry of Risk Information". Symmetry 10, n.º 7 (12 de julio de 2018): 276. http://dx.doi.org/10.3390/sym10070276.
Texto completoFornasier, Massimo, Benedetto Piccoli y Francesco Rossi. "Mean-field sparse optimal control". Philosophical Transactions of the Royal Society A: Mathematical, Physical and Engineering Sciences 372, n.º 2028 (13 de noviembre de 2014): 20130400. http://dx.doi.org/10.1098/rsta.2013.0400.
Texto completoHipp, Christian. "Company Value with Ruin Constraint in Lundberg Models". Risks 6, n.º 3 (20 de julio de 2018): 73. http://dx.doi.org/10.3390/risks6030073.
Texto completoXu, Lin, Hao Wang y Dingjun Yao. "Optimal Investment and Consumption for an Insurer with High-Watermark Performance Fee". Mathematical Problems in Engineering 2015 (2015): 1–14. http://dx.doi.org/10.1155/2015/413072.
Texto completoGardashova, Latafat A. "Application of DEO Method to Solving Fuzzy Multiobjective Optimal Control Problem". Applied Computational Intelligence and Soft Computing 2014 (2014): 1–7. http://dx.doi.org/10.1155/2014/971894.
Texto completoZhang, Xin, Jie Xiong y Shuaiqi Zhang. "Optimal reinsurance-investment and dividends problem with fixed transaction costs". Journal of Industrial & Management Optimization 13, n.º 5 (2017): 0. http://dx.doi.org/10.3934/jimo.2020008.
Texto completoYin, Chuancun y Kam Chuen Yuen. "Optimal dividend problems for a jump-diffusion model with capital injections and proportional transaction costs". Journal of Industrial & Management Optimization 11, n.º 4 (2015): 1247–62. http://dx.doi.org/10.3934/jimo.2015.11.1247.
Texto completoIlmayasinta, Nur y Heri Purnawan. "Optimal Control in a Mathematical Model of Smoking". Journal of Mathematical and Fundamental Sciences 53, n.º 3 (3 de diciembre de 2021): 380–94. http://dx.doi.org/10.5614/j.math.fund.sci.2021.53.3.4.
Texto completoKremsner, Stefan, Alexander Steinicke y Michaela Szölgyenyi. "A Deep Neural Network Algorithm for Semilinear Elliptic PDEs with Applications in Insurance Mathematics". Risks 8, n.º 4 (9 de diciembre de 2020): 136. http://dx.doi.org/10.3390/risks8040136.
Texto completoKo, Dongnam y Enrique Zuazua. "Model predictive control with random batch methods for a guiding problem". Mathematical Models and Methods in Applied Sciences 31, n.º 08 (julio de 2021): 1569–92. http://dx.doi.org/10.1142/s0218202521500329.
Texto completoBuckley, I. R. C. y R. Korn. "Optimal Index Tracking Under Transaction Costs and Impulse Control". International Journal of Theoretical and Applied Finance 01, n.º 03 (julio de 1998): 315–30. http://dx.doi.org/10.1142/s0219024998000187.
Texto completoRapaport, Alain, Terence Bayen, Matthieu Sebbah, Andres Donoso-Bravo y Alfredo Torrico. "Dynamical modeling and optimal control of landfills". Mathematical Models and Methods in Applied Sciences 26, n.º 05 (25 de febrero de 2016): 901–29. http://dx.doi.org/10.1142/s0218202516500214.
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