Optimal dividend problem with a terminal value for spectrally positive Lévy processes (Q2015644): Difference between revisions

@@ Property / cites work @@
+Optimal Dividends in the Dual Model with Diffusion
+Normal rank
@@ Property / cites work @@
+Optimal dividends in the dual model
@@ Property / cites work: Optimal dividends in the dual model / rank @@
+Normal rank
@@ Property / cites work @@
+Q2890528
@@ Property / cites work: Q2890528 / rank @@
+Normal rank
@@ Property / cites work @@
+Exit problems for spectrally negative Lévy processes and applications to (Canadized) Russian options
+Normal rank
@@ Property / cites work @@
+On the optimal dividend problem for a spectrally negative Lévy process
+Normal rank
@@ Property / cites work @@
+OPTIMAL REINSURANCE AND DIVIDEND DISTRIBUTION POLICIES IN THE CRAMER-LUNDBERG MODEL
+Normal rank
@@ Property / cites work @@
+Optimizing venture capital investments in a jump diffusion model
+Normal rank
@@ Property / cites work @@
+ON OPTIMAL DIVIDENDS IN THE DUAL MODEL
@@ Property / cites work: ON OPTIMAL DIVIDENDS IN THE DUAL MODEL / rank @@
+Normal rank
@@ Property / cites work @@
+Optimal dividends in the dual model under transaction costs
+Normal rank
@@ Property / cites work @@
+Q4888858
@@ Property / cites work: Q4888858 / rank @@
+Normal rank
@@ Property / cites work @@
+Exponential decay and ergodicity of completely asymmetric Lévy processes in a finite interval
+Normal rank
@@ Property / cites work @@
+Smoothness of scale functions for spectrally negative Lévy processes
+Normal rank
@@ Property / cites work @@
+Optimal dividend strategies in a dual model with capital injections
+Normal rank
@@ Property / cites work @@
+Optimal financing and dividend control in the dual model
+Normal rank
@@ Property / cites work @@
+Ruin probabilities and overshoots for general Lévy insurance risk processes
+Normal rank
@@ Property / cites work @@
+Method of Potential in Boundary Problems for Processes with Independent Increases and Jumps of the Same Sign
+Normal rank
@@ Property / cites work @@
+The Theory of Scale Functions for Spectrally Negative Lévy Processes
+Normal rank
@@ Property / cites work @@
+Introductory lectures on fluctuations of Lévy processes with applications.
+Normal rank
@@ Property / cites work @@
+Convexity and smoothness of scale functions and de Finetti's control problem
+Normal rank
@@ Property / cites work @@
+The dividend function in the jump-diffusion dual model with barrier dividend strategy
+Normal rank
@@ Property / cites work @@
+On optimality of the barrier strategy in de Finetti's dividend problem for spectrally negative Lévy processes
+Normal rank
@@ Property / cites work @@
+An Optimal Dividends Problem with a Terminal Value for Spectrally Negative Lévy Processes with a Completely Monotone Jump Density
+Normal rank
@@ Property / cites work @@
+De Finetti's optimal dividends problem with an affine penalty function at ruin
+Normal rank
@@ Property / cites work @@
+On a dual model with a dividend threshold
@@ Property / cites work: On a dual model with a dividend threshold / rank @@
+Normal rank
@@ Property / cites work @@
+On exit and ergodicity of the spectrally one-sided Lévy process reflected at its infimum
+Normal rank
@@ Property / cites work @@
+Q4937701
@@ Property / cites work: Q4937701 / rank @@
+Normal rank
@@ Property / cites work @@
+Dividend maximization under consideration of the time value of ruin
+Normal rank
@@ Property / cites work @@
+Optimal financing and dividend strategies in a dual model with proportional costs
+Normal rank
@@ Property / cites work @@
+Exit problems for jump processes with applications to dividend problems
+Normal rank
@@ Property / cites work @@
+An extension of Paulsen-Gjessing's risk model with stochastic return on investments
+Normal rank