Optimal dividend strategy with transaction costs for an upward jump model (Q5245418): Difference between revisions

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+https://doi.org/10.1080/14697688.2011.647052
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+W2086841175
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+On the dual risk model with tax payments
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+Controlled diffusion models for optimal dividend pay-out
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+Optimal Dividends in the Dual Model with Diffusion
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+Optimal dividends in the dual 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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+Optimizing venture capital investments in a jump diffusion model
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+OPTIMAL DIVIDEND POLICY WITH MEAN-REVERTING CASH RESERVOIR
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+Optimal dividends with incomplete information in the dual model
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+Impulse Control of Brownian Motion
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+Optimization of the flow of dividends
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+Optimal dividend strategies in a Cramér-Lundberg model with capital injections
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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 transaction costs for spectrally negative Lévy processes
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+On a dual model with a dividend threshold
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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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+Optimal Consumption for General Diffusions with Absorbing and Reflecting Barriers
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+Ruin Probabilities of a Dual Markov-Modulated Risk Model
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+Optimal Dividend Payouts Under Jump-Diffusion Risk Processes
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