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~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~isPartOf:"Scandinavian actuarial journal"
~subject:"Dividend"
~subject:"Dynamic programming"
~subject:"Hamilton-Jacobi-Bellman equation"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject_exact:"Optimal control problem"
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Dividend
Dynamic programming
Hamilton-Jacobi-Bellman equation
Control theory
32
Kontrolltheorie
32
Stochastic process
21
Stochastischer Prozess
21
Portfolio selection
19
Portfolio-Management
19
Theorie
16
Theory
16
Reinsurance
7
Rückversicherung
7
Dividende
6
Mathematical programming
6
Mathematische Optimierung
6
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5
stochastic optimal control
5
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4
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stochastic control
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Aufsatz in Zeitschrift
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9
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Björk, Tomas
1
Cadenillas, Abel
1
Choulli, Tahir
1
Colaneri, Katia
1
Eisenberg, Julia
1
Federico, Salvatore
1
Gassiat, Paul
1
Gozzi, Fausto
1
Grandits, Peter
1
Li, Duan
1
Liang, Jianfeng
1
Liang, Xiaoqing
1
Murgoci, Agatha
1
Palmowski, Zbigniew
1
Salterini, Benedetta
1
Strini, Josef Anton
1
Taskar, Michael
1
Thonhauser, Stefan
1
Xu, Zuo Quan
1
Zhang, Lei
1
Zhang, Shuzhong
1
Zhou, Xun Yu
1
Zhuo, Jin
1
Zou, Bin
1
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Mathematical finance : an international journal of mathematics, statistics and financial theory
Scandinavian actuarial journal
Insurance / Mathematics & economics
14
Risks : open access journal
8
Finance and stochastics
7
Operations research
7
European journal of operational research : EJOR
6
International journal of theoretical and applied finance
4
Journal of economic dynamics & control
4
Management science : journal of the Institute for Operations Research and the Management Sciences
4
Mathematics and financial economics
4
Mathematics of operations research
4
Computational economics
3
Mathematical methods of operations research
3
INFORMS journal on applied analytics
2
International game theory review
2
International journal of production economics
2
Journal of revenue and pricing management
2
Journal of risk and financial management : JRFM
2
Journal of scheduling
2
Journal of the Operational Research Society : OR
2
LogForum : elektroniczne czasopismo naukowe z dziedziny logistyki
2
Manufacturing & service operations management : M & SOM
2
Natural resource modeling : the official journal of the Resource Modeling Association
2
OR spectrum : quantitative approaches in management
2
Operations research letters
2
Quantitative finance
2
Wirtschaftswissenschaftliches Studium : WiSt ; Zeitschrift für Studium und Forschung
2
Advances in financial planning and forecasting
1
Advances in mathematical economics
1
American journal of agricultural economics
1
Computational Management Science : CMS
1
Ecological economics : the transdisciplinary journal of the International Society for Ecological Economics
1
Economic modelling
1
Economic theory : official journal of the Society for the Advancement of Economic Theory
1
Economics / Journal articles : the open-access, open-assessment journal
1
Economics of innovation and new technology
1
IEEE transactions on engineering management : EM
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IMA journal of management mathematics
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INFORMS journal on computing : JOC
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ECONIS (ZBW)
9
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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
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:
6
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
Saved in:
7
Mean-variance portfolio optimization with state-dependent risk aversion
Björk, Tomas
;
Murgoci, Agatha
;
Zhou, Xun Yu
- In:
Mathematical finance : an international journal of …
24
(
2014
)
1
,
pp. 1-24
Persistent link: https://www.econbiz.de/10010256230
Saved in:
8
Optioned portfolio selection : models and analysis
Liang, Jianfeng
;
Zhang, Shuzhong
;
Li, Duan
- In:
Mathematical finance : an international journal of …
18
(
2008
)
4
,
pp. 569-593
Persistent link: https://www.econbiz.de/10003769015
Saved in:
9
Classical and impulse stochastic control for the optimization of the dividend and risk policies of an insurance firm
Cadenillas, Abel
;
Choulli, Tahir
;
Taskar, Michael
; …
- In:
Mathematical finance : an international journal of …
16
(
2006
)
1
,
pp. 181-202
Persistent link: https://www.econbiz.de/10003336870
Saved in:
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