Risk analysis for a stochastic cash management model with two types of customers
No abstract is available for this item.
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
- Paul H. Zipkin, 1992. "The Relationship Between Risk and Maturity In A Stochastic Setting," Mathematical Finance, Wiley Blackwell, vol. 2(1), pages 33-46.
- Serfozo, Richard & Stidham, Shaler, 1978. "Semi-stationary clearing processes," Stochastic Processes and their Applications, Elsevier, vol. 6(2), pages 165-178, January.
- Milne, Alistair & Robertson, Donald, 1996. "Firm behaviour under the threat of liquidation," Journal of Economic Dynamics and Control, Elsevier, vol. 20(8), pages 1427-1449, August.
- Browne, S., 1995. "Optimal Investment Policies for a Firm with a Random Risk Process: Exponential Utility and Minimizing the Probability of Ruin," Papers 95-08, Columbia - Graduate School of Business.
- Radner, Roy, 1998. "Profit maximization with bankruptcy and variable scale," Journal of Economic Dynamics and Control, Elsevier, vol. 22(6), pages 849-867, June.
- Asmussen, Soren & Taksar, Michael, 1997. "Controlled diffusion models for optimal dividend pay-out," Insurance: Mathematics and Economics, Elsevier, vol. 20(1), pages 1-15, June.
When requesting a correction, please mention this item's handle: RePEc:eee:insuma:v:26:y:2000:i:1:p:25-36. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Zhang, Lei)
If references are entirely missing, you can add them using this form.