Optimal payout policy in presence of downside risk (Q1014300): Difference between revisions

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+Reward functionals, salvage values, and optimal stopping
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+A class of solvable impulse control problems
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+A class of solvable stochastic dividend optimization problems: on the general impact of flexibility on valuation
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+Some remarks on first passage of Lévy processes, the American put and pasting principles
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+On the optimal dividend problem for a spectrally negative Lévy process
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+OPTIMAL REINSURANCE AND DIVIDEND DISTRIBUTION POLICIES IN THE CRAMER-LUNDBERG MODEL
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+A generalized impulse control model of cash management
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+Optimizing venture capital investments in a jump diffusion model
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+OPTION PRICING FOR TRUNCATED LÉVY PROCESSES
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+Perpetual American Options Under Lévy Processes
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+American options: the EPV pricing model
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+Optimal stopping made easy
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+Irreversible decisions under uncertainty. Optimal stopping made easy
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+Martingales and insurance risk
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+Transform Analysis and Asset Pricing for Affine Jump-diffusions
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+On the discounted penalty at ruin in a jump-diffusion and the perpetual put option
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+Pricing Perpetual Options for Jump Processes
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+Optimal Dividends
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+Distributional Study of De Finetti's Dividend Problem for a General Lévy Insurance Risk Process
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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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+Risk analysis for a stochastic cash manangement model with two type of customers
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+Optimisation in Non-Life Insurance
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+Optimal Consumption for General Diffusions with Absorbing and Reflecting Barriers
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+Optimal risk and dividend distribution control models for an insurance company
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+Applied stochastic control of jump diffusions.
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