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Optimal dividend control for a generalized risk model with investment incomes and debit interest
Absolute ruin dividend optimization stochastic control value function viscosity solution
2011/3/23
This paper investigates dividend optimization of an insurance corporation under a more realistic model which takes into consideration refinancing or capital injections. The model follows the compound ...
The Costs of Environmental Regulation in Asia: Command and Control versus Market-based Instruments
Environmental Regulation Asia
2009/9/1
Environmental regulation has been widely applied in Asia, with many
governments introducing command and control (CAC) policies to control the levels of
industry emissions. This paper first examines...
In the Minority, Majority and Dollar Games (MG, MAJG, $G), synthetic agents compete for rewards, at each time-step acting in accord with the previously best-performing of their limited sets of strate...
There are no known exact formulas for the valuation of a number of exotic options, and this is particularly true for options under discrete monitoring and for American style options. Therefore, one u...
An explicit solution for an optimal stopping/optimal control problem which models an asset sale
explicit solution optimal stopping/optimal control problem models asset sale
2010/12/20
In this article we study an optimal stopping/optimal control problem which models the decision facing a risk-averse agent over when to sell an asset. The market is incomplete so that the asset exposu...
This paper considers the Merton portfolio management problem. We are concerned with non-exponential discounting of time and this leads to time inconsistencies of the decision maker. Following Ekeland...
Exchange Control in Italy and Bulgaria in the Interwar Period: History and Perspectives
Exchange control Clearing agreements International monetary relations
2014/6/24
This paper analyses exchange rate control measures adopted in Italy and Bulgaria during the interwar period. The first two sections provide a detailed account of the institut ional and economic framew...