Showing results 1 to 6 of 6
Title | Author(s) | Issue Date | |
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Approximation of optimal ergodic dividend strategies using controlled Markov chains Journal:IET Control Theory and Applications | 2018 | ||
2006 | |||
Markowitz's mean-variance asset-liability management with regime switching: A continuous-time model Journal:Insurance: Mathematics and Economics | 2008 | ||
Stochastic optimization algorithms for barrier dividend strategies Journal:Journal of Computational and Applied Mathematics | 2009 | ||
Thermoluminescence dating of the last volcanic eruption in Changbai Mountain Journal:Acta Petrologica Sinica | 2000 | ||
Two-time-scale jump-diffusion models with markovian switching regimes Journal:Stochastics and Stochastics Reports | 2004 |