On the dual risk model with diffusion under a mixed dividend strategy (Q2177679): Difference between revisions

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+Randomized observation periods for the compound Poisson risk model: Dividends
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+Exit identities for Lévy processes observed at Poisson arrival times
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+Optimal dividend-payout in random discrete time
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+Controlled diffusion models for optimal dividend pay-out
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+Optimal Dividends in the Dual Model with Diffusion
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+On a periodic dividend barrier strategy in the dual model with continuous monitoring of solvency
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+On optimal periodic dividend strategies in the dual model with diffusion
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+ON THE INTERFACE BETWEEN OPTIMAL PERIODIC AND CONTINUOUS DIVIDEND STRATEGIES IN THE PRESENCE OF TRANSACTION COSTS
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+Exit problems for spectrally negative Lévy processes and applications to (Canadized) Russian options
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+ALTERNATIVE CHARACTERIZATIONS OF AMERICAN PUT OPTIONS
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+Joint moments of the total discounted gains and losses in the renewal risk model with two-sided jumps
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+Periodic threshold-type dividend strategy in the compound Poisson risk model
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+On the time to ruin for Erlang(2) risk processes.
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+Spectrally negative Lévy risk model under Erlangized barrier strategy
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+On the Time Value of Ruin
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+Optimization of the flow of dividends
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+Fluctuations of Lévy processes with applications. Introductory lectures
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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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+On a dual model with a dividend threshold
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+On optimal periodic dividend strategies for Lévy risk processes
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+On the time to ruin for a dependent delayed capital injection risk model
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+Distribution of the Present Value of Dividend Payments in a Lévy Risk Model
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+Dividend barrier strategy: proceed with caution
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+Dividend payments with a threshold strategy in the compound Poisson risk model perturbed by diffusion
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+Computing the Gerber–Shiu function by frame duality projection
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+The compound Poisson process perturbed by a diffusion with a threshold dividend strategy
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+The Markov additive risk process under an Erlangized dividend barrier strategy
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+The compound Poisson risk model under a mixed dividend strategy
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+A note on a Lévy insurance risk model under periodic dividend decisions
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+Estimating the Gerber-Shiu function in a Lévy risk model by Laguerre series expansion
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+On a dual risk model perturbed by diffusion with dividend threshold
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+Markov-dependent risk model with multi-layer dividend strategy
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