Optimal dividend problem with a terminal value for spectrally positive Lévy processes (Q2015644): Difference between revisions

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-Chuan-Cun Yin
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+Chuan-Cun Yin
@@ Property / author: Chuan-Cun Yin / rank @@
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+MaRDI publication profile
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+W2964250568
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@@ Property / arXiv ID @@
+.6011
@@ Property / arXiv ID: 1302.6011 / rank @@
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@@ Property / cites work @@
+Optimal Dividends in the Dual Model with Diffusion
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@@ Property / cites work @@
+Optimal dividends in the dual model
@@ Property / cites work: Optimal dividends in the dual model / rank @@
+Normal rank
@@ Property / cites work @@
+Q2890528
@@ Property / cites work: Q2890528 / rank @@
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+Exit problems for spectrally negative Lévy processes and applications to (Canadized) Russian options
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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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+Optimizing venture capital investments in a jump diffusion model
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+ON OPTIMAL DIVIDENDS IN THE DUAL MODEL
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+Optimal dividends in the dual model under transaction costs
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+Q4888858
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+Exponential decay and ergodicity of completely asymmetric Lévy processes in a finite interval
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+Smoothness of scale functions for spectrally negative Lévy processes
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+Optimal dividend strategies in a dual model with capital injections
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+Optimal financing and dividend control in the dual model
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+Ruin probabilities and overshoots for general Lévy insurance risk processes
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+Method of Potential in Boundary Problems for Processes with Independent Increases and Jumps of the Same Sign
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+The Theory of Scale Functions for Spectrally Negative Lévy Processes
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+Introductory lectures on fluctuations of Lévy processes with applications.
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+The dividend function in the jump-diffusion dual model with barrier dividend strategy
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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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+An Optimal Dividends Problem with a Terminal Value for Spectrally Negative Lévy Processes with a Completely Monotone Jump Density
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+De Finetti's optimal dividends problem with an affine penalty function at ruin
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+On a dual model with a dividend threshold
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+On exit and ergodicity of the spectrally one-sided Lévy process reflected at its infimum
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+Dividend maximization under consideration of the time value of ruin
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+Optimal financing and dividend strategies in a dual model with proportional costs
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+Exit problems for jump processes with applications to dividend problems
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+An extension of Paulsen-Gjessing's risk model with stochastic return on investments
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+Publication:2015644