Optimal dividend policies with transaction costs for a class of jump-diffusion processes (Q1936828): Difference between revisions

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+W2033629870
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+Optimal dividend strategies for a risk process under force of interest
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+Optimal payout policy in presence of downside risk
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+On the optimal dividend problem for a spectrally negative Lévy process
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+OPTIMAL REINSURANCE AND DIVIDEND DISTRIBUTION POLICIES IN THE CRAMER-LUNDBERG MODEL
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+Optimal dividend payments in the classical risk model when payments are subject to both transaction costs and taxes
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+Optimal Dividend Policies with Transaction Costs for a Class of Diffusion Processes
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+On non-trivial barrier solutions of the dividend problem for a diffusion under constant and proportional transaction costs
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+Optimal dividend policies for a class of growth-restricted diffusion processes under transaction costs and solvency constraints
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+OPTIMAL DIVIDEND PAYMENTS WHEN CASH RESERVES FOLLOW A JUMP-DIFFUSION PROCESS
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+Ruin in the perturbed compound Poisson risk process under interest force
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+An optimal dividends problem with transaction costs for spectrally negative Lévy processes
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+Optimal dividend payments until ruin of diffusion processes when payments are subject to both fixed and proportional costs
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+Optimal Dividend Payments and Reinvestments of Diffusion Processes with Both Fixed and Proportional Costs
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