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Ferrari, Giorgio
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Eisenberg, Julia
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Keyword = "Regime-switching"
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Literatur
On an optimal extraction problem with regime switching
Ferrari, Giorgio
;
Yang, Shuzhen
2016
Optimal Control of Debt-To-GDP Ratio in an N-State Regime Switching Economy
Ferrari, Giorgio
;
Rodosthenous, Neofytos
2019
Optimal Dividends under Markov-Modulated Bankruptcy Level
Ferrari, Giorgio
;
Schuhmann, Patrick
;
Zhu, Shihao
2021
Optimal Surplus-dependent Reinsurance under Regime-Switching in a Brownian Risk Model
Eisenberg, Julia
;
Fabrykowski, Lukas
;
Schmeck, Maren Diane
2021
