Optimal periodic dividend and capital injection problem for spectrally positive Lévy processes (Q2397860): Difference between revisions

@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / OpenAlex ID @@
+W2603715384
@@ Property / OpenAlex ID: W2603715384 / rank @@
+Normal rank
@@ Property / cites work @@
+Randomized observation periods for the compound Poisson risk model: Dividends
+Normal rank
@@ Property / cites work @@
+The optimal dividend barrier in the gamma-omega model
+Normal rank
@@ Property / cites work @@
+Exit identities for Lévy processes observed at Poisson arrival times
+Normal rank
@@ Property / cites work @@
+On a periodic dividend barrier strategy in the dual model with continuous monitoring of solvency
+Normal rank
@@ Property / cites work @@
+Optimal Dividends in the Dual Model with Diffusion
+Normal rank
@@ 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 @@
+Normal rank
@@ Property / cites work @@
+On optimal periodic dividend strategies in the dual model with diffusion
+Normal rank
@@ Property / cites work @@
+ON OPTIMAL DIVIDENDS IN THE DUAL MODEL
@@ Property / cites work: ON OPTIMAL DIVIDENDS IN THE DUAL MODEL / rank @@
+Normal rank
@@ Property / cites work @@
+Optimal dividends in the dual model under transaction costs
+Normal rank
@@ Property / cites work @@
+Q4888858
@@ Property / cites work: Q4888858 / rank @@
+Normal rank
@@ Property / cites work @@
+Smoothness of scale functions for spectrally negative Lévy processes
+Normal rank
@@ Property / cites work @@
+Phase-type Fitting of scale functions for spectrally negative Lévy processes
+Normal rank
@@ Property / cites work @@
+Controlled Markov processes and viscosity solutions
+Normal rank
@@ Property / cites work @@
+The Theory of Scale Functions for Spectrally Negative Lévy Processes
+Normal rank
@@ Property / cites work @@
+Introductory lectures on fluctuations of Lévy processes with applications.
+Normal rank
@@ Property / cites work @@
+Optimal Control with Absolutely Continuous Strategies for Spectrally Negative Lévy Processes
+Normal rank
@@ Property / cites work @@
+Optimal dividend and equity issuance problem with proportional and fixed transaction costs
+Normal rank
@@ Property / cites work @@
+On Optimal Dividend, Reinvestment, and Liquidation Policies for the Firm
+Normal rank
@@ Property / cites work @@
+Optimal dividend and capital injection problem in the dual model with proportional and fixed transaction costs
+Normal rank
@@ Property / cites work @@
+Optimal dividend problem with a terminal value for spectrally positive Lévy processes
+Normal rank
@@ Property / cites work @@
+Optimal dividends and capital injections in the dual model with a random time horizon
+Normal rank