The following pages link to Optimal Dividends (Q5715949):
Displayed 50 items.
- Dividends and reinsurance under a penalty for ruin (Q414614) (← links)
- Optimal dividend and capital injection problem in the dual model with proportional and fixed transaction costs (Q418074) (← links)
- Optimal dividend strategies in the diffusion model with stochastic return on investments (Q545419) (← links)
- Asymptotically optimal dividend policy for regime-switching compound Poisson models (Q601938) (← links)
- Smoothness of certain functions in two kinds of risk models with a barrier dividend strategy (Q601959) (← links)
- On optimality of the barrier strategy for the classical risk model with interest (Q628629) (← links)
- The perturbed compound Poisson risk model with linear dividend barrier (Q629492) (← links)
- The optimal dividend barrier in the gamma-omega model (Q635980) (← links)
- Optimal dividend strategies in a Cramér-Lundberg model with capital injections and administration costs (Q635982) (← links)
- Optimality of the threshold dividend strategy for the compound Poisson model (Q645431) (← links)
- Optimal dividends and bankruptcy procedures: Analysis of the Ornstein-Uhlenbeck process (Q645698) (← links)
- The compound Poisson risk model with dependence under a multi-layer dividend strategy (Q655738) (← links)
- On barrier strategy dividends with Parisian implementation delay for classical surplus processes (Q659119) (← links)
- Expected present value of total dividends in a delayed claims risk model under stochastic interest rates (Q659244) (← links)
- Asymptotic analysis of a risk process with high dividend barrier (Q661205) (← links)
- Pricing maturity guarantee with dynamic withdrawal benefit (Q661240) (← links)
- Optimality of the barrier strategy in de Finetti's dividend problem for spectrally negative Lévy processes: an alternative approach (Q732157) (← links)
- Optimal investment for insurer with jump-diffusion risk process (Q817297) (← links)
- On a perturbed Sparre Andersen risk model with multi-layer dividend strategy (Q843170) (← links)
- A note on the perturbed compound Poisson risk model with a threshold dividend strategy (Q844049) (← links)
- The perturbed compound Poisson risk model with constant interest and a threshold dividend strategy (Q847166) (← links)
- The Gerber-Shiu expected discounted penalty function for risk processes with interest and a constant dividend barrier (Q865615) (← links)
- Dividend payments with a threshold strategy in the compound Poisson risk model perturbed by diffusion (Q882477) (← links)
- Methods for estimating the optimal dividend barrier and the probability of ruin (Q939357) (← links)
- Ruin theory for a Markov regime-switching model under a threshold dividend strategy (Q939367) (← links)
- The perturbed Sparre Andersen model with a threshold dividend strategy (Q939541) (← links)
- On the time value of absolute ruin for a multi-layer compound Poisson model under interest force (Q947187) (← links)
- On a risk model with debit interest and dividend payments (Q951191) (← links)
- Stochastic optimization algorithms for barrier dividend strategies (Q953387) (← links)
- On optimality of the barrier strategy in de Finetti's dividend problem for spectrally negative Lévy processes (Q957513) (← links)
- Moments of the first passage time of one-dimensional diffusion with two-sided barriers (Q958974) (← links)
- A unified treatment of dividend payment problems under fixed cost and implementation delays (Q966425) (← links)
- Examples of optimal prediction in the infinite horizon case (Q973174) (← links)
- Optimal dividends with incomplete information in the dual model (Q974808) (← links)
- Optimal dividends in the dual model (Q997089) (← links)
- Optimal payout policy in presence of downside risk (Q1014300) (← links)
- On the renewal risk model under a threshold strategy (Q1026427) (← links)
- The dividend function in the jump-diffusion dual model with barrier dividend strategy (Q1030290) (← links)
- Spectral decomposition of optimal asset-liability management (Q2271663) (← links)
- An operator-based approach to the analysis of ruin-related quantities in jump diffusion risk models (Q2276235) (← links)
- Classical and singular stochastic control for the optimal dividend policy when there is regime switching (Q2276241) (← links)
- Lévy risk model with two-sided jumps and a barrier dividend strategy (Q2427836) (← links)
- On the optimal dividend problem for a spectrally negative Lévy process (Q2467114) (← links)
- Optimal proportional reinsurance for controlled risk process which is perturbed by diffusions (Q2468793) (← links)
- Optimizing venture capital investments in a jump diffusion model (Q2482689) (← links)
- Upper bounds for ultimate ruin probabilities in the Sparre Andersen risk model with interest and a nonlinear dividend barrier (Q2518954) (← links)
- The perturbed compound Poisson risk model with multi-layer dividend strategy (Q2518955) (← links)
- On optimal dividends: from reflection to refraction (Q2571216) (← links)
- On the distribution of dividend payments in a Sparre Andersen model with generalized Erlang(\(n\)) interclaim times (Q2581783) (← links)
- Occupation Times for Markov-Modulated Brownian Motion (Q2897162) (← links)