ON THE OPTIMAL DIVIDEND PROBLEM FOR A SPECTRALLY POSITIVE LÉVY PROCESS (Q5214827): Difference between revisions

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-.1017/asb.2014.12
@@ Property / DOI: 10.1017/asb.2014.12 / rank @@
-Normal rank
@@ Property / author @@
+Chuan-Cun Yin
@@ Property / author: Chuan-Cun Yin / rank @@
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+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
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+W2963632807
@@ Property / OpenAlex ID: W2963632807 / rank @@
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@@ Property / arXiv ID @@
+.2231
@@ Property / arXiv ID: 1302.2231 / rank @@
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@@ Property / cites work @@
+Controlled diffusion models for optimal dividend pay-out
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+Optimal Dividends in the Dual Model with Diffusion
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+Optimal dividends in the dual model
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+Optimizing venture capital investments in a jump diffusion model
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+ON OPTIMAL DIVIDENDS IN THE DUAL MODEL
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+Smoothness of scale functions for spectrally negative Lévy processes
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+Optimal dividend strategies in a dual model with capital injections
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+Optimal financing and dividend control in the dual model
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+Controlling Risk Exposure and Dividends Payout Schemes:Insurance Company Example
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+Optimization of the flow of dividends
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+On the distribution of the moment of the first exittime from an interval and value of overjump through borders interval for the processes with independent increments and random walk
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+Meromorphic Lévy processes and their fluctuation identities
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+Optimal Control with Absolutely Continuous Strategies for Spectrally Negative Lévy Processes
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+On a dual model with a dividend threshold
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+Q4004325
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+Alternative approach to the optimality of the threshold strategy for spectrally negative Lévy processes
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+Exit problems for jump processes with applications to dividend problems
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+Optimal dividend problem with a terminal value for spectrally positive Lévy processes
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@@ Property / DOI @@
+.1017/ASB.2014.12
@@ Property / DOI: 10.1017/ASB.2014.12 / rank @@
+Normal rank