Showing results 1 to 7 of 7
Title | Author(s) | Issue Date | |
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Classical and Impulse Control for the Optimization of Dividend and Proportional Reinsurance Policies with Regime Switching Journal:Journal of Optimization Theory and Applications | 2010 | ||
On the Markov-modulated insurance risk model with tax Journal:Blaetter der DGVFM | 2010 | ||
On the optimal dividend strategy in a regime-switching diffusion model Journal:Advances in Applied Probability | 2012 | ||
Optimal dividend policy with liability constraint under a hidden Markov regime-switching model Journal:Journal of Industrial and Management Optimization | 2019 | ||
Optimal reinsurance and dividend strategies under the Markov-modulated insurance risk model Journal:Stochastic Analysis and Applications | 2010 | ||
Optimal surrender strategies for equity-indexed annuity investors with partial information Journal:Statistics and Probability Letters | 2012 | ||
Portfolio optimization in a regime-switching market with derivatives Journal:European Journal of Operational Research | 2014 |