Optimal choice problem with backward solicitation
K. Szajowski (1982)
Applicationes Mathematicae
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K. Szajowski (1982)
Applicationes Mathematicae
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Petr Dostál (2006)
Acta Universitatis Carolinae. Mathematica et Physica
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Kumar, Ramesh C., Naqib, Fadle M. (1995)
International Journal of Mathematics and Mathematical Sciences
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Dariusz Socha (2014)
Applicationes Mathematicae
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An optimal dividend problem is studied consisting in maximisation of expected discounted dividend payments until ruin time. A solution of this problem for constant premium d and exponentially distributed claims is presented. It is shown that an optimal policy is a barrier policy. Moreover, an analytic way to solve this problem is sketched.
Dean A. Carlson (1984)
Atti della Accademia Nazionale dei Lincei. Classe di Scienze Fisiche, Matematiche e Naturali. Rendiconti Lincei. Matematica e Applicazioni
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Dean A. Carlson (1984)
Atti della Accademia Nazionale dei Lincei. Classe di Scienze Fisiche, Matematiche e Naturali. Rendiconti
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Yann Brenier, Marjolaine Puel (2010)
ESAIM: Control, Optimisation and Calculus of Variations
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A multiphase generalization of the Monge–Kantorovich optimal transportation problem is addressed. Existence of optimal solutions is established. The optimality equations are related to classical Electrodynamics.
L. Gajek, P. Miś, J. Słowińska (2007)
Applicationes Mathematicae
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Optimal arrangement of a stream of insurance premiums for a multiperiod insurance policy is considered. In order to satisfy solvency requirements we assume that a weak Axiom of Solvency is satisfied. Then two optimization problems are solved: finding a stream of net premiums that approximates optimally 1) future claims, or 2) "anticipating premiums". It is shown that the resulting optimal streams of premiums enable differentiating between policyholders much more quickly than one-period...
Tadumadze, T., Gelashvili, K. (2000)
Memoirs on Differential Equations and Mathematical Physics
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B. D. Bojanov (1976)
Applicationes Mathematicae
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