Pages that link to "Item:Q3632860"

The following pages link to Maximizing Dividends without Bankruptcy (Q3632860):

Displaying 19 items.

• Dividends and reinsurance under a penalty for ruin (Q414614) (← links)
• Optimal dividend strategies in a Cramér-Lundberg model with capital injections and administration costs (Q635982) (← links)
• De Finetti's optimal dividends problem with an affine penalty function at ruin (Q659188) (← links)
• Asymptotic analysis of a risk process with high dividend barrier (Q661205) (← links)
• Optimal dividend and capital injection strategy with a penalty payment at ruin: restricted dividend payments (Q784387) (← links)
• Some results behind dividend problems (Q861422) (← links)
• Stochastic optimization algorithms for barrier dividend strategies (Q953387) (← links)
• Optimal dividend and capital injection strategies in the Cramér-Lundberg risk model (Q1665692) (← links)
• Valuing equity-linked death benefits in jump diffusion models (Q2015627) (← links)
• On a doubly reflected risk process with running maximum dependent reflecting barriers (Q2104057) (← links)
• Stochastic optimal control of risk processes with Lipschitz payoff functions (Q2263350) (← links)
• On a risk model with surplus-dependent premium and tax rates (Q2276426) (← links)
• Optimal dividends with an affine penalty (Q2318336) (← links)
• Discounted dividends in a strategy with a step barrier function (Q2364168) (← links)
• Dividend optimization under the gamma-distribution of claims (Q2513095) (← links)
• A Markov decision problem in a risk model with interest rate and Markovian environment (Q2629544) (← links)
• First passage problems of refracted jump diffusion processes and their applications in valuing equity-linked death benefits (Q2673386) (← links)
• Optimal Control and Sensitivity Analysis for Two Risk Models (Q2816670) (← links)
• Optimal control problem for an insurance surplus model with debt liability (Q2875739) (← links)