A markov-modulated risk model with transaction costs and threshold dividend strategy (Q6171882): Difference between revisions

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+Optimal dividend payments in the classical risk model when payments are subject to both transaction costs and taxes
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+Optimal dividend strategies with time-inconsistent preferences and transaction costs in the Cramér-Lundberg model
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+A compound Poisson risk model with proportional investment
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+Martingale and duality methods for optimal investment and reinsurance problem in a Lévy model
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+A Markov-modulated jump-diffusion risk model with randomized observation periods and threshold dividend strategy
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+A numerical method for the expected penalty-reward function in a Markov-modulated jump-diffusion process
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+Dividends under threshold dividend strategy with randomized observation periods and capital-exchange agreement
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+A Markov-modulated model for stocks paying discrete dividends
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+Optimal Dividend Strategies for a Compound Poisson Process Under Transaction Costs and Power Utility
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+On the expected discounted penalty function for a risk model with dependence under a multi-layer dividend strategy
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+Optimal proportional reinsurance and investment with transaction costs. I: Maximizing the terminal wealth
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+A Risk Process with Delayed Claims and Constant Dividend Barrier
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+On the expected discounted penalty function and optimal dividend strategy for a risk model with random incomes and interclaim-dependent claim sizes
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