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~isPartOf:"Insurance / Mathematics & economics"
~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~isPartOf:"Scandinavian actuarial journal"
~subject:"Control theory"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject_exact:"Optimal control problem"
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Control theory
Kontrolltheorie
73
Stochastic process
52
Stochastischer Prozess
52
Portfolio selection
43
Portfolio-Management
43
Reinsurance
18
Rückversicherung
18
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16
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stochastic optimal control
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Aufsatz in Zeitschrift
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Young, Virginia R.
8
Bayraktar, Erhan
3
Cadenillas, Abel
3
Liang, Xiaoqing
3
Liang, Zongxia
3
Zeng, Yan
3
Bender, Christian
2
Brachetta, M.
2
Bäuerle, Nicole
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Ceci, C.
2
Dokučaev, Nikolaj G.
2
Eisenberg, Julia
2
Han, Xia
2
Li, Zhongfei
2
Liang, Zhibin
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Lu, Yi
2
Muthuraman, Kumar
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Shen, Yang
2
Taksar, Michael I.
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Zeng, Xudong
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Zou, Bin
2
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1
Avanzi, Benjamin
1
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1
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1
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1
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1
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1
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Insurance / Mathematics & economics
Mathematical finance : an international journal of mathematics, statistics and financial theory
Scandinavian actuarial journal
Journal of economic dynamics & control
59
European journal of operational research : EJOR
38
Mathematics of operations research
26
Mathematical methods of operations research
23
Finance and stochastics
21
International journal of theoretical and applied finance
21
Operations research
21
Computational economics
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International journal of production research
19
Operations research letters
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Risks : open access journal
14
Dynamic games and applications : DGA
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American journal of agricultural economics
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Environmental & resource economics : the official journal of the European Association of Environmental and Resource Economists
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Natural resource modeling : the official journal of the Resource Modeling Association
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Central European journal of operations research : CEJOR ; official journal of the Austrian, Croatian, Czech, Hungarian, Slovakian and Slovenian OR Societies
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Computational optimization and applications : an international journal
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Journal of risk and financial management : JRFM
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Manufacturing & service operations management : M & SOM
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Mathematical methods of operations research : ZOR
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Ecological economics : the transdisciplinary journal of the International Society for Ecological Economics
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ECONIS (ZBW)
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1
Some optimisation problems in insurance with a terminal distribution constraint
Colaneri, Katia
;
Eisenberg, Julia
;
Salterini, Benedetta
- In:
Scandinavian actuarial journal
2023
(
2023
)
7
,
pp. 655-678
Persistent link: https://www.econbiz.de/10014383890
Saved in:
2
Time-inconsistent view on a dividend problem with penalty
Strini, Josef Anton
;
Thonhauser, Stefan
- In:
Scandinavian actuarial journal
2023
(
2023
)
8
,
pp. 811-833
Persistent link: https://www.econbiz.de/10014383974
Saved in:
3
A perturbation approach to optimal investment, liability ratio, and dividend strategies
Zhuo, Jin
;
Xu, Zuo Quan
;
Zou, Bin
- In:
Scandinavian actuarial journal
2022
(
2022
)
2
,
pp. 165-188
Persistent link: https://www.econbiz.de/10012872656
Saved in:
4
Optimal dividends under Markov-modulated bankruptcy level
Ferrari, Giorgio
;
Schuhmann, Patrick
;
Zhu, Shihao
- In:
Insurance / Mathematics & economics
106
(
2022
),
pp. 146-172
Persistent link: https://www.econbiz.de/10013380501
Saved in:
5
Robust equilibrium strategies in a defined benefit pension plan game
Guan, Guohui
;
Hu, Jiaqi
;
Liang, Zongxia
- In:
Insurance / Mathematics & economics
106
(
2022
),
pp. 193-217
Persistent link: https://www.econbiz.de/10013380514
Saved in:
6
A two-dimensional dividend problem for collaborating companies and an optimal stopping problem
Grandits, Peter
- In:
Scandinavian actuarial journal
2019
(
2019
)
1
,
pp. 80-96
Persistent link: https://www.econbiz.de/10012194933
Saved in:
7
Equilibrium reinsurance strategies for n insurers under a unified competition and cooperation framework
Yang, Peng
;
Chen, Zhiping
;
Cui, Xiangyu
- In:
Scandinavian actuarial journal
2021
(
2021
)
10
,
pp. 969-997
Persistent link: https://www.econbiz.de/10012696897
Saved in:
8
Dividend optimisation : a behaviouristic approach
Brinker, Leonie Violetta
;
Eisenberg, Julia
- In:
Insurance / Mathematics & economics
101
(
2021
)
2
,
pp. 202-224
Persistent link: https://www.econbiz.de/10012793924
Saved in:
9
Optimal control of investment, premium and deductible for a non-life insurance company
Christensen, Bent Jesper
;
Parra-Alvarez, Juan Carlos
; …
- In:
Insurance / Mathematics & economics
101
(
2021
)
2
,
pp. 384-405
Persistent link: https://www.econbiz.de/10012793933
Saved in:
10
Mean-variance investment and risk control strategies : a time-consistent approach via a forward auxiliary process
Shen, Yang
;
Zou, Bin
- In:
Insurance / Mathematics & economics
97
(
2021
),
pp. 68-80
Persistent link: https://www.econbiz.de/10012491963
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