Dividend optimisation: a behaviouristic approach (Q2665855): Difference between revisions

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+Optimal dividend policy with random interest rates
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+The optimal dividend barrier in the gamma-omega model
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+Randomized observation periods for the compound Poisson risk model: Dividends
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+Randomized observation periods for the compound Poisson risk model: the discounted penalty function
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+FROM RUIN TO BANKRUPTCY FOR COMPOUND POISSON SURPLUS PROCESSES
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+Controlled diffusion models for optimal dividend pay-out
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+Optimal Dividends in the Dual Model with Diffusion
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+On the optimal dividend problem for a spectrally negative Lévy process
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+Q3150773
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+Dividend problem with Parisian delay for a spectrally negative Lévy risk process
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+The impact of negative interest rates on optimal capital injections
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+Optimal Dividends
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+On optimal dividends: from reflection to refraction
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+The Omega model: from bankruptcy to occupation times in the red
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+Optimizing expected utility of dividend payments for a Brownian risk process and a peculiar nonlinear ODE
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+Optimal dividend distribution under Markov regime switching
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+An insurance risk model with Parisian implementation delays
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+Parisian ruin probability for spectrally negative Lévy processes
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+The Markovian regime-switching risk model with a threshold dividend strategy
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+Markov Chains
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+Occupation times for two state Markov chains
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+Q4508926
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+Q3285012
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+Q3838091
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+On the time value of Parisian ruin in (dual) renewal risk processes with exponential jumps
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+Singular dividend optimization for a linear diffusion model with time-inconsistent preferences
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