ON OPTIMAL DIVIDENDS IN THE DUAL MODEL (Q5398355): Difference between revisions

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+.7365
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+Smoothness of scale functions for spectrally negative Lévy processes
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+Optimizing venture capital investments in a jump diffusion model
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+OPTIMAL REINSURANCE AND DIVIDEND DISTRIBUTION POLICIES IN THE CRAMER-LUNDBERG MODEL
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+On the optimal dividend problem for a spectrally negative Lévy process
+Normal rank
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+Evaluating Scale Functions of Spectrally Negative Lévy Processes
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+On doubly reflected completely asymmetric Lévy processes.
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+Optimal dividends in the dual model
@@ Property / cites work: Optimal dividends in the dual model / rank @@
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+On optimality of the barrier strategy in de Finetti's dividend problem for spectrally negative Lévy processes
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+Optimal Dividends in the Dual Model with Diffusion
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+Special, conjugate and complete scale functions for spectrally negative Lévy processes
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+Russian and American put options under exponential phase-type Lévy models.
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+A note on scale functions and the time value of ruin for Lévy insurance risk processes
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+Publication:5398355