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

From MaRDI portal
Importer (talk | contribs)
Changed an Item
ReferenceBot (talk | contribs)
Changed an Item
 
Property / cites work
 
Property / cites work: Dividend problems in the dual risk model / rank
 
Normal rank
Property / cites work
 
Property / cites work: A Risk Model with Multilayer Dividend Strategy / rank
 
Normal rank
Property / cites work
 
Property / cites work: Resultados de optimalidad para problemas de dividendos en seguros;Optimality results for dividend problems in insurance / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3560912 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Russian and American put options under exponential phase-type Lévy models. / rank
 
Normal rank
Property / cites work
 
Property / cites work: Strategies for Dividend Distribution: A Review / rank
 
Normal rank
Property / cites work
 
Property / cites work: Optimal dividends in the dual model / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q2890528 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Optimizing venture capital investments in a jump diffusion model / rank
 
Normal rank
Property / cites work
 
Property / cites work: ON OPTIMAL DIVIDENDS IN THE DUAL MODEL / rank
 
Normal rank
Property / cites work
 
Property / cites work: Optimal dividends in the dual model under transaction costs / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5609896 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Smoothness of scale functions for spectrally negative Lévy processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Precautionary measures for credit risk management in jump models / rank
 
Normal rank
Property / cites work
 
Property / cites work: Phase-type Fitting of scale functions for spectrally negative Lévy processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5588331 / rank
 
Normal rank
Property / cites work
 
Property / cites work: On optimal dividends: from reflection to refraction / rank
 
Normal rank
Property / cites work
 
Property / cites work: Optimality of Refraction Strategies for Spectrally Negative Lévy Processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Introductory lectures on fluctuations of Lévy processes with applications. / rank
 
Normal rank
Property / cites work
 
Property / cites work: Refracted Lévy processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Optimal Control with Absolutely Continuous Strategies for Spectrally Negative Lévy Processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: On optimality of the barrier strategy in de Finetti's dividend problem for spectrally negative Lévy processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: A link between wave governed random motions and ruin processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: On the Upcrossing and Downcrossing Probabilities of a Dual Risk Model With Phase-Type Gains / rank
 
Normal rank
Property / cites work
 
Property / cites work: REFRACTION–REFLECTION STRATEGIES IN THE DUAL MODEL / rank
 
Normal rank
Property / cites work
 
Property / cites work: Optimal dividend problem with a terminal value for spectrally positive Lévy processes / rank
 
Normal rank

Latest revision as of 08:10, 13 July 2024

scientific article
Language Label Description Also known as
English
On optimal joint reflective and refractive dividend strategies in spectrally positive Lévy models
scientific article

    Statements

    On optimal joint reflective and refractive dividend strategies in spectrally positive Lévy models (English)
    0 references
    0 references
    0 references
    0 references
    31 January 2017
    0 references
    surplus models
    0 references
    optimal dividends
    0 references
    threshold strategy
    0 references
    barrier strategy
    0 references
    transaction costs
    0 references
    0 references
    0 references
    0 references
    0 references

    Identifiers