Abstract: We study a model of a corporation which has possibility to choose various production/business policies with different expected profits and risks.
A Diffusion Model for Optimal Dividend Distribution for a Company with Constraints on Risk Control · Business, Economics. SIAM J. Control. Optim. · 2003.
We study a model of a corporation which has possibility to choose various production/business policies with different expected profits and risks.
as restrictions on the risk the company can undertake. The objective is to maximize the expected present value of the total dividend distributions.
Dec 5, 2024 · We consider a model of a financial corporation which has to find an optimal policy balancing its risk and expected profits.
Abstract. We consider a model of a financial corporation which has to find an optimal policy balancing its risk and expected profits. The example treated in ...
Missing: constraints. | Show results with:constraints.
Jun 26, 2024 · We study the problem of optimal risk policies and dividend strategies for an insurance company operating under the constraint that the ...
The objective is to find a business policy and a dividend distribution scheme so as to maximize the expected present value of the total dividend distributions.
This paper develops numerical methods for finding optimal dividend pay-out and reinsurance policies. A generalized singular control formulation of surplus ...
A Diffusion Model for Optimal Dividend Distribution for a Company ...
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An optimization model for a company with constraints on risk control · Optimal risk control and dividend distribution for a financial corporation with policy ...