Linking dividends and capital injections – a probabilistic approach (Q4583603): Difference between revisions

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-Hansjoerg Albrecher
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+Hansjoerg Albrecher
@@ Property / author: Hansjoerg Albrecher / rank @@
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+MaRDI publication profile
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+W2598629842
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@@ Property / cites work @@
+Power identities for L\'evy risk models under taxation and capital injections
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+Applied Probability and Queues
@@ Property / cites work: Applied Probability and Queues / rank @@
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@@ Property / cites work @@
+On the optimal dividend problem for a spectrally negative Lévy process
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+Some Optimal Dividends Problems
@@ Property / cites work: Some Optimal Dividends Problems / rank @@
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+A Note on the Dividends-Penalty Identity and the Optimal Dividend Barrier
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+Potential measures of one-sided Markov additive processes with reflecting and terminating barriers
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+Introductory lectures on fluctuations of Lévy processes with applications.
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+On exit and ergodicity of the spectrally one-sided Lévy process reflected at its infimum
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+On capital injections and dividends with tax in a classical risk model
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+On capital injections and dividends with tax in a diffusion approximation
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