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European journal of operational research : EJOR
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ECONIS (ZBW)
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1
Optimal dividends and ALM under unhedgeable risk
Pelsser, Antoon André Jean
;
Laeven, Roger J. A.
- In:
Insurance / Mathematics & economics
53
(
2013
)
3
,
pp. 515-523
Persistent link: https://www.econbiz.de/10010227973
Saved in:
2
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
Saved in:
3
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
Saved in:
4
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:
5
Minimizing the probability of ruin : optimal per-loss reinsurance
Liang, Xiaoqing
;
Young, Virginia R.
- In:
Insurance / Mathematics & economics
82
(
2018
),
pp. 181-190
Persistent link: https://www.econbiz.de/10011929867
Saved in:
6
Robust optimal investment and reinsurance problems with learning
Bäuerle, Nicole
;
Leimcke, Gregor
- In:
Scandinavian actuarial journal
2021
(
2021
)
2
,
pp. 82-109
Persistent link: https://www.econbiz.de/10012500254
Saved in:
7
Optimal macroeconomic policy rules under uncertainty (Some applications of optimal stochastic control theory)
Los, Cornelis A.
-
1981
Persistent link: https://www.econbiz.de/10002494637
Saved in:
8
Stochastic combinatorial optimization with controllable risk aversion level
So, Anthony Man-Cho
;
Zhang, Jiawei
;
Ye, Yinyu
- In:
Mathematics of operations research
34
(
2009
)
3
,
pp. 522-537
Persistent link: https://www.econbiz.de/10003892392
Saved in:
9
Robust LMI stability, stabilization and H∞ control for premium pricing models with uncertainties into a stochastic discrete-time framework
Pantelous, Athanasios A.
;
Yang, Lin
- In:
Insurance / Mathematics & economics
59
(
2014
),
pp. 133-143
Persistent link: https://www.econbiz.de/10010469163
Saved in:
10
Optimizing mining rates under financial uncertainty in global mining complexes
Kizilkale, Arman C.
;
Dimitrakopoulos, Roussos
- In:
International journal of production economics
158
(
2014
),
pp. 359-365
Persistent link: https://www.econbiz.de/10010437945
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