Risk-sensitive dividend problems-Reference-Cited by-同舟云学术

Risk-sensitive dividend problems

Published:2015-04 Issue:1 Volume:242 Page:161-171
ISSN:0377-2217
Container-title:European Journal of Operational Research
language:en
Short-container-title:European Journal of Operational Research

Author:

Bäuerle Nicole,Jaśkiewicz Anna

Publisher

Elsevier BV

Subject

Information Systems and Management,Management Science and Operations Research,Modelling and Simulation,General Computer Science,Industrial and Manufacturing Engineering

Reference22 articles.

1. Optimal dividend-payout in random discrete time;Albrecher;Statistics and Risk Modeling,2011

2. Optimality results for dividend problems in insurance;Albrecher;RACSAM, Revista de la Real Academia de Ciencias Exactas, Físicas y Naturales: Serie A, Matemáticas,2009

3. Controlled diffusion models for optimal dividend payout;Asmussen;Insurance: Mathematics and Economics,1997

4. Strategies for dividend distribution: A review;Avanzi;North American Actuarial Journal,2009

5. Markov decision processes with application to finance;Bäuerle,2011

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1. Markov decision processes with risk-sensitive criteria: an overview;Mathematical Methods of Operations Research;2024-04

2. Risk-sensitive discounted Markov decision processes with unbounded reward functions and Borel spaces;Stochastics;2024-03-12

3. Ergodic risk-sensitive control—A survey;Annual Reviews in Control;2023

4. On the optimality of joint periodic and extraordinary dividend strategies;European Journal of Operational Research;2021-12

5. Optimal dividend problems with a risk probability criterion;Naval Research Logistics (NRL);2021-10-07