Dividends: from refracting to ratcheting (Q1622509): Difference between revisions

@@ Property / author @@
+Hansjoerg Albrecher
@@ Property / author: Hansjoerg Albrecher / rank @@
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+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
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@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.insmatheco.2018.09.003
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@@ Property / OpenAlex ID @@
+W2890523392
@@ Property / OpenAlex ID: W2890523392 / rank @@
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@@ Property / cites work @@
+Optimal dividend-payout in random discrete time
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+The tax identity in risk theory - a simple proof and an extension
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+Risk Theory with Affine Dividend Payment Strategies
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+Resultados de optimalidad para problemas de dividendos en seguros;Optimality results for dividend problems in insurance
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+Q3560912
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+Controlled diffusion models for optimal dividend pay-out
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+Strategies for Dividend Distribution: A Review
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+On optimal joint reflective and refractive dividend strategies in spectrally positive Lévy models
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+On a mean reverting dividend strategy with Brownian motion
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+Risk-sensitive dividend problems
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+Optimal dividend payout model with risk sensitive preferences
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+Dusenberry's Ratcheting of Consumption: Optimal Dynamic Consumption and Investment Given Intolerance for any Decline in Standard of Living
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+On the Time Value of Ruin
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+On Optimal Dividend Strategies In The Compound Poisson Model
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+On optimal dividends: from reflection to refraction
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+Optimization of the flow of dividends
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+The compound Poisson risk model with a threshold dividend strategy
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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 THE OPTIMAL DIVIDEND PROBLEM FOR A SPECTRALLY POSITIVE LÉVY PROCESS
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@@ Property / Wikidata QID @@
+Q129226686
@@ Property / Wikidata QID: Q129226686 / rank @@
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