✦ LIBER ✦

On optimal control of capital injections by reinsurance and investments

✍ Scribed by Julia Eisenberg

Book ID: 113091304
Publisher: Springer-Verlag
Year: 2010
Tongue: German
Weight: 516 KB
Volume: 31
Category: Article
ISSN: 1864-0281
DOI: 10.1007/s11857-010-0124-0

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Optimal control of capital injections by

Optimal control of capital injections by reinsurance in a diffusion approximation

✍ Julia Eisenberg; Hanspeter Schmidli 📂 Article 📅 2009 🏛 Springer-Verlag 🌐 German ⚖ 261 KB

Optimal dividend and dynamic reinsurance

Optimal dividend and dynamic reinsurance strategies with capital injections and proportional costs

✍ Yi-dong Wu, Jun-yi Guo 📂 Article 📅 2012 🏛 Institute of Applied Mathematics, Chinese Academy 🌐 English ⚖ 382 KB

Nonlinear optimal control of vintage cap

Nonlinear optimal control of vintage capital lifetime and irreversible investments

✍ Natali Hritonenko 📂 Article 📅 2005 🏛 Elsevier Science 🌐 English ⚖ 116 KB

Optimal control of excess-of-loss reinsu

Optimal control of excess-of-loss reinsurance and investment for insurers under a CEV model

✍ Ailing Gu; Xianping Guo; Zhongfei Li; Yan Zeng 📂 Article 📅 2012 🏛 Elsevier Science 🌐 English ⚖ 653 KB

Numerical methods for optimal dividend p

Numerical methods for optimal dividend payment and investment strategies of regime-switching jump diffusion models with capital injections

✍ Jin, Zhuo; Yang, Hailiang; George Yin, G. 📂 Article 📅 2013 🏛 Elsevier Science 🌐 English ⚖ 733 KB

Pollution control and the dynamics of th

Pollution control and the dynamics of the firm: The effects of market-based instruments on optimal firm investments

✍ Peter M. Kort 📂 Article 📅 1996 🏛 John Wiley and Sons 🌐 English ⚖ 710 KB

This contribution belongs to a category of papers that attempts to determine the effects of environmental regulation on the growth of an individual firm. It extends the existing literature in at least two ways. First, our pollution function explicitly deals with the fact that it is more difficult to