欢迎您!
东篱公司
退出
申报数据库
申报指南
立项数据库
成果数据库
期刊论文
会议论文
著 作
专 利
项目获奖数据库
位置:
成果数据库
>
期刊
> 期刊详情页
Classical and Impulse Control for the Optimization of Dividend and Proportional Reinsurance Policies
ISSN号:0022-3239
期刊名称:Journal of Optimization Theory and Applications
时间:0
页码:358-377
相关项目:马尔科夫调节风险模型下的破产概率及相关问题
作者:
Wei Jiaqin|Yang Hailiang|Wang Rongming|
同期刊论文项目
马尔科夫调节风险模型下的破产概率及相关问题
期刊论文 23
获奖 2
同项目期刊论文
常利息力影响下跳扩散模型的分红问题(英文)
具有随机保费风险模型的最优分红策略(英文)
Optimal allocation of policy limits and deductibles in a model with mixture risks and discount facto
一类公理化资本分配法和广义加权分配法的应用(英文)
Optimal Reinsurance and Dividend Strategies Under the Markov-Modulated Insurance Risk Model
用随机模拟法提留权益指数年金准备金
Valuation of equity-indexed annuity under stochastic mortality and interest rate
On the Markov-modulated insurance risk model with tax
Locally risk-minimizing hedging strategies for unit-linked life insurance contracts under a regime s
Optimal Threshold Dividend Strategies under the Compound Poisson Model with Regime Switching
Weighted estimation of the dependence function for an extreme-value distribution
Stochastic comparisons and optimal allocation for policy limits and deductibles
Risk-minimizing hedging strategy for an equity-indexed annuity under a regime switching model
ON THE OPTIMAL DIVIDEND STRATEGY IN A REGIME-SWITCHING DIFFUSION MODEL
一种构造连生状态生命表的简单易行方法:方法和理论(英文)
Valuation of equity-indexed annuities with regime-switching jump diffusion risk and stochastic morta
带有利率、流动性盈余和常数边界分红策略的风险模型(英文)
Optimal surrender strategies for equity-indexed annuity investors with partial information
体制转换模型下具备最低身故利益保证的变额年金的定价
一类公理化资本分配法和广义加权分配法的应用