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On an integral equation for the free boundary of stochastic, irreversible investment problems
Ferrari, Giorgio
2012
On an Irreversible Investment Problem with Two-Factor Uncertainty
Dammann, Felix ; Ferrari, Giorgio
2021
On an optimal extraction problem with regime switching
Ferrari, Giorgio ; Yang, Shuzhen
2016
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