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Optimal dividend bands revisited : a gradient-based method and evolutionary algorithms

Albrecher, Hansjörg; Garcia Flores, Brandon - In: Scandinavian actuarial journal 2023 (2023) 8, pp. 788-810

Persistent link: https://www.econbiz.de/10014383971

Dividend optimization for regime-switching general diffusions

Zhu, Jinxia; Chen, Fen - In: Insurance / Mathematics & economics 53 (2013) 2, pp. 439-456

Persistent link: https://www.econbiz.de/10010195911

A pontryaghin maximum principle approach for the optimization of dividends/consumption of spectrally negative Markov processes, until a generalized draw-down time

Avram, Florin; Goreac, Dan - In: Scandinavian actuarial journal 2019 (2019) 9, pp. 799-823

Persistent link: https://www.econbiz.de/10012194999

A hybrid deep learning method for optimal insurance strategies : algorithms and convergence analysis

Jin, Zhuo; Yang, Hailiang; Yin, George G. - In: Insurance / Mathematics & economics 96 (2021), pp. 262-275

Persistent link: https://www.econbiz.de/10012482892

Stochastic optimization models in finance

Ziemba, William T. (ed.); Vickson, R. G. (contributor) - 1975

Persistent link: https://www.econbiz.de/10000029923

'Preface to' Stochastic Optimization Models in Finance (2006 Edition)

Ziemba, William T. - 2009

A reprint of one of the classic volumes on portfolio theory and investment, this book has been used by the leading ….Frequently referenced and highly usable, the material remains as fresh and relevant for a portfolio theory course as ever …

Persistent link: https://www.econbiz.de/10013156000

Stochastic Optimization Models in Finance

Ziemba, William T.; Vickson, R. G. - 2014 - 1. Aufl.

Persistent link: https://www.econbiz.de/10011842621

Optimal dividends for a two-dimensional risk model with simultaneous ruin of both branches

Strietzel, Philipp Lukas; Heinrich, Henriette Elisabeth - In: Risks : open access journal 10 (2022) 6, pp. 1-23

We consider the optimal dividend problem in the so-called degenerate bivariate risk model under the assumption that the …

Persistent link: https://www.econbiz.de/10013363123

Stable dividends under linear-quadratic optimisation

Avanzi, B.; Falden, Debbie Kusch; Steffensen, Mogens - In: Quantitative finance 23 (2023) 9, pp. 1199-1215

Persistent link: https://www.econbiz.de/10014339901

Optimal dividend problem with a nonlinear regular-singular stochastic control

Chen, Mi; Peng, Xiaofan; Guo, Junyi - In: Insurance / Mathematics & economics 52 (2013) 3, pp. 448-456

Persistent link: https://www.econbiz.de/10009763629