4 Treffer für Schlagwort = "regime switching"
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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