//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~person:"Düring, Bertram"
~person:"Azcue, Pablo"
~subject:"Viscosity solution"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject:"Viscosity Solution"
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Viscosity solution
Hamilton–Jacobi–Bellman equation
3
Compound Poisson process
2
High-order compact finite differences
2
Insurance company
2
Optimal strategy
2
Ruin probability
2
Singular control
2
financial derivatives
2
numerical convergence
2
viscosity solution
2
Band strategy
1
Black-Scholes-Modell
1
Bounded dividend rates
1
Control theory
1
Cramér–Lundberg process
1
Dividend
1
Dividende
1
HJB equation
1
Insurance
1
Kontrolltheorie
1
Mathematical programming
1
Mathematische Optimierung
1
Nichtlineare Optimierung
1
Optimal control
1
Optimal dividends
1
Optimal investment policy
1
Risk control
1
Theorie
1
Threshold strategy
1
more ...
less ...
Online availability
All
Undetermined
3
Free
1
Type of publication
All
Article
4
Type of publication (narrower categories)
All
Article in journal
1
Aufsatz in Zeitschrift
1
Language
All
Undetermined
3
English
1
Author
All
Düring, Bertram
Azcue, Pablo
Buckdahn, Rainer
5
Muler, Nora
4
Quincampoix, Marc
4
Federico, Salvatore
3
Li, Juan
3
Bai, Lihua
2
Cardaliaguet, Pierre
2
Gozzi, Fausto
2
Guan, Huiqi
2
Liang, Zongxia
2
Rainer, Catherine
2
Zhang, Huayue
2
Akian, Marianne
1
Albrecher, Hansjörg
1
Antonelli, Fabio
1
Backhoff-Veraguas, Julio
1
Bambi, Mauro
1
Barron, Emmanual N.
1
Bayraktar, Erhan
1
Buckdahn, R.
1
Cardaliaguet, P.
1
Chevalier, Etienne
1
Ching, Wai Ki
1
DeBlassie, Dante
1
Ferrari, Giorgio
1
Gaïgi, M’hamed
1
Giacinto, Marina Di
1
Gu, Jia-wen
1
Guo, Bao-Zhu
1
Henry-Labordère, Pierre
1
Hu, Ying
1
Huang, Wenlin
1
Jing, Shuai
1
Keller, Godfrey
1
Lazgham, Mourad
1
Lepinette, E.
1
Liang, Jin
1
Lignola, M. Beatrice
1
Ly Vath, Vathana
1
more ...
less ...
Published in...
All
Computational Statistics
1
Finance and stochastics
1
Insurance: Mathematics and Economics
1
Mathematical Methods of Operations Research
1
Source
All
RePEc
3
ECONIS (ZBW)
1
Showing
1
-
4
of
4
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Optimal dividends under a drawdown constraint and a curious square-root rule
Albrecher, Hansjörg
;
Azcue, Pablo
;
Muler, Nora
- In:
Finance and stochastics
27
(
2023
)
2
,
pp. 341-400
Persistent link: https://www.econbiz.de/10014253644
Saved in:
2
Minimizing the ruin probability allowing investments in two assets: a two-dimensional problem
Azcue, Pablo
;
Muler, Nora
- In:
Computational Statistics
77
(
2013
)
2
,
pp. 177-206
-differential operator and a gradient constraint. We characterize the optimal value function as the unique
viscosity
solution
of the …
Persistent link: https://www.econbiz.de/10010847475
Saved in:
3
Minimizing the ruin probability allowing investments in two assets: a two-dimensional problem
Azcue, Pablo
;
Muler, Nora
- In:
Mathematical Methods of Operations Research
77
(
2013
)
2
,
pp. 177-206
-differential operator and a gradient constraint. We characterize the optimal value function as the unique
viscosity
solution
of the …
Persistent link: https://www.econbiz.de/10010999524
Saved in:
4
Optimal dividend policies for compound Poisson processes: The case of bounded dividend rates
Azcue, Pablo
;
Muler, Nora
- In:
Insurance: Mathematics and Economics
51
(
2012
)
1
,
pp. 26-42
ceiling on the dividend rates. We characterize the optimal value function as the unique bounded
viscosity
solution
of the …
Persistent link: https://www.econbiz.de/10010576735
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->