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

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+Optimal dividends in the dual model
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+Optimal Dividends in the Dual Model with Diffusion
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+Q2890528
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+Normal rank
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+ON OPTIMAL DIVIDENDS IN THE DUAL MODEL
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+Normal rank
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+Optimal dividends in the dual model under transaction costs
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+Q4888858
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+Normal rank
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+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
+Normal rank
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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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+ON THE OPTIMAL DIVIDEND PROBLEM FOR A SPECTRALLY POSITIVE LÉVY PROCESS
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+Optimal dividends and capital injections in the dual model with a random time horizon
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