CLASSICAL AND IMPULSE STOCHASTIC CONTROL FOR THE OPTIMIZATION OF THE DIVIDEND AND RISK POLICIES OF AN INSURANCE FIRM
Author:
Publisher
Wiley
Subject
Applied Mathematics,Economics and Econometrics,Social Sciences (miscellaneous),Finance,Accounting
Link
http://onlinelibrary.wiley.com/wol1/doi/10.1111/j.1467-9965.2006.00267.x/fullpdf
Reference18 articles.
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3. A.Cadenillas, S.Sarkar, and F.Zapatero(2005 ): Optimal Dividend Policy with Mean-Reverting Cash Reservoir . Preprint, Department of Mathematical Sciences, University of Alberta.
4. Classical and Impulse Stochastic Control of the Exchange Rate Using Interest Rates and Reserves
5. Excess-of-loss reinsurance for a company with debt liability and constraints on risk reduction
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