On optimal joint reflective and refractive dividend strategies in spectrally positive Lévy models (Q506083): Difference between revisions

@@ Property / author @@
-José Luis Pérez Garmendia
@@ Property / author: José Luis Pérez Garmendia / rank @@
-Normal rank
@@ Property / author @@
+José Luis Pérez Garmendia
@@ Property / author: José Luis Pérez Garmendia / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+B30
@@ Property / Mathematics Subject Classification ID: 91B30 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+G51
@@ Property / Mathematics Subject Classification ID: 60G51 / rank @@
+Normal rank
@@ Property / zbMATH DE Number @@
+6679042
@@ Property / zbMATH DE Number: 6679042 / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+surplus models
@@ Property / zbMATH Keywords: surplus models / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+optimal dividends
@@ Property / zbMATH Keywords: optimal dividends / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+threshold strategy
@@ Property / zbMATH Keywords: threshold strategy / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+barrier strategy
@@ Property / zbMATH Keywords: barrier strategy / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+transaction costs
@@ Property / zbMATH Keywords: transaction costs / rank @@
+Normal rank
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+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
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@@ Property / OpenAlex ID @@
+W2464313456
@@ Property / OpenAlex ID: W2464313456 / rank @@
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@@ Property / arXiv ID @@
+.01902
@@ Property / arXiv ID: 1607.01902 / rank @@
+Normal rank
@@ Property / cites work @@
+Dividend problems in the dual risk model
@@ Property / cites work: Dividend problems in the dual risk model / rank @@
+Normal rank
@@ Property / cites work @@
+A Risk Model with Multilayer Dividend Strategy
@@ Property / cites work: A Risk Model with Multilayer Dividend Strategy / rank @@
+Normal rank
@@ Property / cites work @@
+Resultados de optimalidad para problemas de dividendos en seguros;Optimality results for dividend problems in insurance
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@@ Property / cites work @@
+Q3560912
@@ Property / cites work: Q3560912 / rank @@
+Normal rank
@@ Property / cites work @@
+Russian and American put options under exponential phase-type Lévy models.
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@@ Property / cites work @@
+Strategies for Dividend Distribution: A Review
@@ Property / cites work: Strategies for Dividend Distribution: A Review / rank @@
+Normal rank
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+Optimal dividends in the dual model
@@ Property / cites work: Optimal dividends in the dual model / rank @@
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+Q2890528
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+Optimizing venture capital investments in a jump diffusion model
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+ON OPTIMAL DIVIDENDS IN THE DUAL MODEL
@@ Property / cites work: ON OPTIMAL DIVIDENDS IN THE DUAL MODEL / rank @@
+Normal rank
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+Optimal dividends in the dual model under transaction costs
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+Q5609896
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+Smoothness of scale functions for spectrally negative Lévy processes
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+Precautionary measures for credit risk management in jump models
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+Phase-type Fitting of scale functions for spectrally negative Lévy processes
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+Q5588331
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+On optimal dividends: from reflection to refraction
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+Optimality of Refraction Strategies for Spectrally Negative Lévy Processes
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+Introductory lectures on fluctuations of Lévy processes with applications.
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+Refracted Lévy processes
@@ Property / cites work: Refracted Lévy processes / rank @@
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+Optimal Control with Absolutely Continuous Strategies for Spectrally Negative Lévy Processes
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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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+A link between wave governed random motions and ruin processes
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+On the Upcrossing and Downcrossing Probabilities of a Dual Risk Model With Phase-Type Gains
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+REFRACTION–REFLECTION STRATEGIES IN THE DUAL MODEL
+Normal rank
@@ Property / cites work @@
+Optimal dividend problem with a terminal value for spectrally positive Lévy processes
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:506083