On optimal periodic dividend strategies for Lévy risk processes (Q1641138): Difference between revisions

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+Optimal dividend-payout in random discrete time
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+Randomized observation periods for the compound Poisson risk model: Dividends
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+AN ANALYTIC RECURSIVE METHOD FOR OPTIMAL MULTIPLE STOPPING: CANADIZATION AND PHASE-TYPE FITTING
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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 a Terminal Value for Spectrally Negative Lévy Processes with a Completely Monotone Jump Density
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+Occupation times of intervals until first passage times for spectrally negative Lévy processes
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+On the optimality of periodic barrier strategies for a spectrally positive Lévy process
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+Optimality of the barrier strategy in de Finetti's dividend problem for spectrally negative Lévy processes: an alternative approach
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+Optimal periodic dividend and capital injection problem for spectrally positive Lévy processes
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