The following pages link to Optimal dividends in the dual model (Q997089):
Displayed 50 items.
- Equilibrium dividend strategy with non-exponential discounting in a dual model (Q274116) (← links)
- Optimal dividend-financing strategies in a dual risk model with time-inconsistent preferences (Q282263) (← links)
- In the insurance business risky investments are dangerous: the case of negative risk sums (Q287663) (← links)
- On a Gerber-Shiu type function and its applications in a dual semi-Markovian risk model (Q297901) (← links)
- On a dual risk model perturbed by diffusion with dividend threshold (Q335054) (← links)
- Optimal dividend and capital injection problem in the dual model with proportional and fixed transaction costs (Q418074) (← links)
- On a dual model with barrier strategy (Q442880) (← links)
- First exit times and diffusion approximations for storage models with Poisson inputs, Poisson outputs and deterministic release rule (Q505200) (← links)
- On optimal joint reflective and refractive dividend strategies in spectrally positive Lévy models (Q506083) (← links)
- Optimal financing and dividend control in the dual model (Q636479) (← links)
- On the total operating costs up to default in a renewal risk model (Q659143) (← links)
- Conditional law of risk processes given that ruin occurs (Q659222) (← links)
- On a class of stochastic models with two-sided jumps (Q660145) (← links)
- On finite-time ruin probabilities in a generalized dual risk model with dependence (Q726237) (← links)
- Optimal dividend and capital injection strategy with a penalty payment at ruin: restricted dividend payments (Q784387) (← links)
- Optimal periodic dividend strategies for spectrally positive Lévy risk processes with fixed transaction costs (Q784453) (← links)
- Optimal dividends and capital injections in the dual model with a random time horizon (Q887106) (← links)
- On the time value of Parisian ruin in (dual) renewal risk processes with exponential jumps (Q896775) (← links)
- On the dual risk model with tax payments (Q931202) (← links)
- Optimal dividends with incomplete information in the dual model (Q974808) (← links)
- On differentiability of ruin functions under Markov-modulated models (Q1016634) (← links)
- On a dual model with a dividend threshold (Q1017775) (← links)
- The dividend function in the jump-diffusion dual model with barrier dividend strategy (Q1030290) (← links)
- Parisian ruin for the dual risk process in discrete-time (Q1616054) (← links)
- The dual risk model with dividends taken at arrival (Q1622513) (← links)
- Optimality of multi-refraction control strategies in the dual model (Q1622523) (← links)
- On the optimal dividend problem in the dual model with surplus-dependent premiums (Q1626507) (← links)
- On the optimality of periodic barrier strategies for a spectrally positive Lévy process (Q1681080) (← links)
- Parisian ruin in the dual model with applications to the \(G/M/1\) queue (Q1696941) (← links)
- Duality in ruin problems for ordered risk models (Q1697212) (← links)
- On the dual risk model with Parisian implementation delays in dividend payments (Q1752782) (← links)
- Risk- and value-based management for non-life insurers under solvency constraints (Q1754147) (← links)
- Constant barrier strategies in a two-state Markov-modulated dual risk model (Q1942156) (← links)
- The ruin time under the Sparre Andersen dual model (Q2015470) (← links)
- Optimal dividends in the dual model under transaction costs (Q2015482) (← links)
- Optimal dividend problem with a terminal value for spectrally positive Lévy processes (Q2015644) (← links)
- Dividend problems in the dual risk model (Q2015662) (← links)
- Queueing and risk models with dependencies (Q2095028) (← links)
- On a doubly reflected risk process with running maximum dependent reflecting barriers (Q2104057) (← links)
- Ruin and dividend measures in the renewal dual risk model (Q2152229) (← links)
- Blockchain mining in pools: analyzing the trade-off between profitability and ruin (Q2155859) (← links)
- Optimal dividend strategy under Parisian ruin with affine penalty (Q2157383) (← links)
- Optimal expected utility of dividend payments with proportional reinsurance under VaR constraints and stochastic interest rate (Q2198915) (← links)
- Risk-free investments and their comparison with simple risky strategies in pension insurance model: solving singular problems for integro-differential equations (Q2214161) (← links)
- Ruin probabilities for a Lévy-driven generalised Ornstein-Uhlenbeck process (Q2282962) (← links)
- Parisian ruin with a threshold dividend strategy under the dual Lévy risk model (Q2292187) (← links)
- Optimal dividends with an affine penalty (Q2318336) (← links)
- The perturbed dual risk model with constant interest and a threshold dividend strategy (Q2319336) (← links)
- Precommitted investment strategy versus time-consistent investment strategy for a dual risk model (Q2321564) (← links)
- Dividend problems with a barrier strategy in the dual risk model until bankruptcy (Q2336202) (← links)