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~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~isPartOf:"Scandinavian actuarial journal"
~subject:"Control theory"
~subject:"Experiment"
~subject:"Risikomanagement"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject_exact:"Optimal control problem"
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Control theory
Experiment
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Kontrolltheorie
32
Stochastic process
21
Stochastischer Prozess
21
Portfolio selection
19
Portfolio-Management
19
Theorie
16
Theory
16
Reinsurance
7
Rückversicherung
7
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stochastic optimal control
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stochastic control
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Bender, Christian
2
Cadenillas, Abel
2
Dokučaev, Nikolaj G.
2
Han, Xia
2
Liang, Zhibin
2
Muthuraman, Kumar
2
Runggaldier, Wolfgang J.
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1
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1
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Mathematical finance : an international journal of mathematics, statistics and financial theory
Scandinavian actuarial journal
Journal of economic dynamics & control
59
Insurance / Mathematics & economics
41
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
20
International journal of production research
19
Operations research letters
19
Risks : open access journal
14
Dynamic games and applications : DGA
13
American journal of agricultural economics
12
International journal of production economics
12
Journal of mathematical finance
12
Journal of economic theory
11
Macroeconomic dynamics
10
Mathematics and financial economics
10
Applied mathematical finance
9
Games
9
International journal of productivity and quality management : IJPQM
9
Journal of mathematical economics
9
Management science : journal of the Institute for Operations Research and the Management Sciences
9
International game theory review
8
Quantitative finance
8
Economic modelling
7
Environmental & resource economics : the official journal of the European Association of Environmental and Resource Economists
7
Journal of banking & finance
7
Journal of economic behavior & organization : JEBO
7
Natural resource modeling : the official journal of the Resource Modeling Association
7
Central European journal of operations research : CEJOR ; official journal of the Austrian, Croatian, Czech, Hungarian, Slovakian and Slovenian OR Societies
6
Computational optimization and applications : an international journal
6
Journal of risk and financial management : JRFM
6
Manufacturing & service operations management : M & SOM
6
Mathematical methods of operations research : ZOR
6
Ecological economics : the transdisciplinary journal of the International Society for Ecological Economics
5
Economic theory : official journal of the Society for the Advancement of Economic Theory
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ECONIS (ZBW)
32
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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
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:
5
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:
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 reinsurance to minimize the probability of drawdown under the mean-variance premium principle
Han, Xia
;
Liang, Zhibin
;
Young, Virginia R.
- In:
Scandinavian actuarial journal
2020
(
2020
)
10
,
pp. 879-903
Persistent link: https://www.econbiz.de/10012313745
Saved in:
8
A note on optimal expected utility of dividend payments with proportional reinsurance
Liang, Xiaoqing
;
Palmowski, Zbigniew
- In:
Scandinavian actuarial journal
(
2018
)
4
,
pp. 275-293
Persistent link: https://www.econbiz.de/10011881090
Saved in:
9
Optimal proportional reinsurance to minimize the probability of drawdown under thinning-dependence structure
Han, Xia
;
Liang, Zhibin
;
Yuen, Kam Chuen
- In:
Scandinavian actuarial journal
(
2018
)
10
,
pp. 863-889
Persistent link: https://www.econbiz.de/10011939763
Saved in:
10
Impact of time illiquidity in a mixed market without full observation
Federico, Salvatore
;
Gassiat, Paul
;
Gozzi, Fausto
- In:
Mathematical finance : an international journal of …
27
(
2017
)
2
,
pp. 401-437
Persistent link: https://www.econbiz.de/10011752503
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