Optimal dividends and capital injections for a spectrally positive Lévy process (Q2358466): Difference between revisions

@@ Property / author @@
-Rong-Ming Wang
@@ Property / author: Rong-Ming Wang / rank @@
-Normal rank
@@ Property / author @@
-Chuan-Cun Yin
@@ Property / author: Chuan-Cun Yin / rank @@
-Normal rank
@@ Property / author @@
+Rong-Ming Wang
@@ Property / author: Rong-Ming Wang / rank @@
+Normal rank
@@ Property / author @@
+Chuan-Cun Yin
@@ Property / author: Chuan-Cun Yin / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.3934/jimo.2016001
+Normal rank
@@ Property / OpenAlex ID @@
+W2325411305
@@ Property / OpenAlex ID: W2325411305 / rank @@
+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 @@
+Optimal Dividends in the Dual Model with Diffusion
+Normal rank
@@ Property / cites work @@
+Q2890528
@@ Property / cites work: Q2890528 / rank @@
+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
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+Phase-type Fitting of scale functions for spectrally negative Lévy processes
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+Controlled Markov processes and viscosity solutions
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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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+Dividends and reinsurance under a penalty for ruin
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+Optimal dividend and equity issuance problem with proportional and fixed transaction costs
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+Optimal dividend strategies in a Cramér-Lundberg model with capital injections and administration costs
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+Optimal dividend and capital injection problem in the dual model with proportional and fixed transaction costs
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+Optimal dividend and capital injection strategy with fixed costs and restricted dividend rate for a dual model
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@@ Property / cites work @@
+ON THE OPTIMAL DIVIDEND PROBLEM FOR A SPECTRALLY POSITIVE LÉVY PROCESS
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@@ Property / cites work @@
+Optimal dividends and capital injections in the dual model with a random time horizon
+Normal rank