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