On barrier strategy dividends with Parisian implementation delay for classical surplus processes (Q659119): Difference between revisions

From MaRDI portal
Importer (talk | contribs)
Created a new Item
 
ReferenceBot (talk | contribs)
Changed an Item
 
(3 intermediate revisions by 3 users not shown)
Property / MaRDI profile type
 
Property / MaRDI profile type: MaRDI publication profile / rank
 
Normal rank
Property / full work available at URL
 
Property / full work available at URL: https://doi.org/10.1016/j.insmatheco.2009.05.013 / rank
 
Normal rank
Property / OpenAlex ID
 
Property / OpenAlex ID: W2063049395 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5508799 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Controlled diffusion models for optimal dividend pay-out / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5609896 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Brownian Excursions and Parisian Barrier Options / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q2801354 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Entry and Exit Decision Problem with Implementation Delay / rank
 
Normal rank
Property / cites work
 
Property / cites work: Perturbed Brownian motion and its application to Parisian option pricing / rank
 
Normal rank
Property / cites work
 
Property / cites work: The expected time to ruin in a risk process with constant barrier via martingales / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3868650 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Optimal Dividends / rank
 
Normal rank
Property / cites work
 
Property / cites work: Geometric Brownian Motion Models for Assets and Liabilities: From Pension Funding to Optimal Dividends / rank
 
Normal rank
Property / cites work
 
Property / cites work: Optimization of the flow of dividends / rank
 
Normal rank
Property / cites work
 
Property / cites work: Optimal Dynamic Premium Control in Non-life Insurance. Maximizing Dividend Pay-outs / rank
 
Normal rank
Property / cites work
 
Property / cites work: Controlling Risk Exposure and Dividends Payout Schemes:Insurance Company Example / rank
 
Normal rank
Property / cites work
 
Property / cites work: PRICING DOUBLE BARRIER PARISIAN OPTIONS USING LAPLACE TRANSFORMS / rank
 
Normal rank
Property / cites work
 
Property / cites work: The classical risk model with a constant dividend barrier: analysis of the Gerber-Shiu discounted penalty function. / rank
 
Normal rank
Property / cites work
 
Property / cites work: Optimal choice of dividend barriers for a risk process with stochastic return on investments / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5434181 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Optimal Consumption for General Diffusions with Absorbing and Reflecting Barriers / rank
 
Normal rank
Property / cites work
 
Property / cites work: Some characteristics of a surplus process in the presence of an upper barrier. / rank
 
Normal rank
links / mardi / namelinks / mardi / name
 

Latest revision as of 21:09, 4 July 2024

scientific article
Language Label Description Also known as
English
On barrier strategy dividends with Parisian implementation delay for classical surplus processes
scientific article

    Statements

    On barrier strategy dividends with Parisian implementation delay for classical surplus processes (English)
    0 references
    0 references
    0 references
    10 February 2012
    0 references
    Parisian implementation delay
    0 references
    single barrier strategy
    0 references
    surplus process
    0 references

    Identifiers