On optimal joint reflective and refractive dividend strategies in spectrally positive Lévy models (Q506083): Difference between revisions

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-José Luis Pérez Garmendia
@@ Property / author: José Luis Pérez Garmendia / rank @@
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+José Luis Pérez Garmendia
@@ Property / author: José Luis Pérez Garmendia / rank @@
+Normal rank
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+MaRDI publication profile
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+W2464313456
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+.01902
@@ Property / arXiv ID: 1607.01902 / rank @@
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@@ Property / cites work @@
+Dividend problems in the dual risk model
@@ Property / cites work: Dividend problems in the dual risk model / rank @@
+Normal rank
@@ Property / cites work @@
+A Risk Model with Multilayer Dividend Strategy
@@ Property / cites work: A Risk Model with Multilayer Dividend Strategy / rank @@
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+Resultados de optimalidad para problemas de dividendos en seguros;Optimality results for dividend problems in insurance
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+Q3560912
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+Russian and American put options under exponential phase-type Lévy models.
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+Strategies for Dividend Distribution: A Review
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+Optimal dividends in the dual 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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+Q5609896
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+Smoothness of scale functions for spectrally negative Lévy processes
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+On optimal dividends: from reflection to refraction
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+Optimality of Refraction Strategies for Spectrally Negative Lévy Processes
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+Introductory lectures on fluctuations of Lévy processes with applications.
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+Refracted Lévy processes
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+On the Upcrossing and Downcrossing Probabilities of a Dual Risk Model With Phase-Type Gains
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+REFRACTION–REFLECTION STRATEGIES IN THE DUAL MODEL
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+Optimal dividend problem with a terminal value for spectrally positive Lévy processes
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+Publication:506083