검색결과 : 6건
| No. | Article |
|---|---|
| 1 |
Optimal reinsurance and investment problem with default risk and bounded memory Deng C, Bian WL, Wu BY International Journal of Control, 93(12), 2982, 2020 |
| 2 |
MINIMIZING THE DISCOUNTED PROBABILITY OF EXPONENTIAL PARISIAN RUIN VIA REINSURANCE Liang XQ, Young VR SIAM Journal on Control and Optimization, 58(2), 937, 2020 |
| 3 |
Optimal Control with Restrictions for a Diffusion Risk Model Under Constant Interest Force Peng XF, Bai LH, Guo JY Applied Mathematics and Optimization, 73(1), 115, 2016 |
| 4 |
Stochastic differential game formulation on the reinsurance and investment problem Li DP, Rong XM, Zhao H International Journal of Control, 88(9), 1861, 2015 |
| 5 |
A class of non-zero-sum stochastic differential investment and reinsurance games Bensoussan A, Siu CC, Yam SCP, Yang HL Automatica, 50(8), 2025, 2014 |
| 6 |
Numerical solutions of optimal risk control and dividend optimization policies under a generalized singular control formulation Jin Z, Yin G, Zhu C Automatica, 48(8), 1489, 2012 |