Pages that link to "Item:Q957513"
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The following pages link to On optimality of the barrier strategy in de Finetti's dividend problem for spectrally negative Lévy processes (Q957513):
Displaying 50 items.
- Exact joint laws associated with spectrally negative Lévy processes and applications to insurance risk theory (Q2258121) (← links)
- Analysis of a drawdown-based regime-switching Lévy insurance model (Q2260949) (← links)
- On a spectrally negative Lévy risk process with periodic dividends and capital injections (Q2273741) (← links)
- Generalized expected discounted penalty function at general drawdown for Lévy risk processes (Q2306086) (← links)
- Optimal threshold strategies with capital injections in a spectrally negative Lévy risk model (Q2313748) (← links)
- Optimal dividends with an affine penalty (Q2318336) (← links)
- Optimal dividend payments for a two-dimensional insurance risk process (Q2323675) (← links)
- Optimality of doubly reflected Lévy processes in singular control (Q2348300) (← links)
- On Gerber-Shiu functions and optimal dividend distribution for a Lévy risk process in the presence of a penalty function (Q2354887) (← links)
- Optimal dividend policy when risk reserves follow a jump-diffusion process with a completely monotone jump density under Markov-regime switching (Q2415959) (← links)
- Lévy risk model with two-sided jumps and a barrier dividend strategy (Q2427836) (← links)
- Alternative approach to the optimality of the threshold strategy for spectrally negative Lévy processes (Q2439244) (← links)
- On the expected discounted dividends in the Cramér-Lundberg risk model with more frequent ruin monitoring than dividend decisions (Q2514612) (← links)
- Tax optimization with a terminal value for the Lévy risk processes (Q2691498) (← links)
- Optimality of Refraction Strategies for Spectrally Negative Lévy Processes (Q2807401) (← links)
- Old and New Examples of Scale Functions for Spectrally Negative Lévy Processes (Q2904873) (← links)
- AN ANALYTIC RECURSIVE METHOD FOR OPTIMAL MULTIPLE STOPPING: CANADIZATION AND PHASE-TYPE FITTING (Q2947345) (← links)
- Inventory Control for Spectrally Positive Lévy Demand Processes (Q2976149) (← links)
- Optimal impulse control for dividend and capital injection with proportional reinsurance and exponential premium principle (Q2979011) (← links)
- De Finetti's Dividend Problem and Impulse Control for a Two-Dimensional Insurance Risk Process (Q3006673) (← links)
- The Optimal Dividend Problem in the Dual Model (Q3191821) (← links)
- Optimal Dividends Paid in a Foreign Currency for a Lévy Insurance Risk Model (Q3385438) (← links)
- The moments of the discounted loss and the discounted dividends for a spectrally negative Lévy risk process (Q3449925) (← links)
- An Excursion-Theoretic Approach to Regulator’s Bank Reorganization Problem (Q3450458) (← links)
- A Lévy Insurance Risk Process with Tax (Q3516409) (← links)
- An Optimal Dividends Problem with a Terminal Value for Spectrally Negative Lévy Processes with a Completely Monotone Jump Density (Q3621149) (← links)
- Lévy insurance risk process with Poissonian taxation (Q4575450) (← links)
- Computing the finite-time expected discounted penalty function for a family of Lévy risk processes (Q4576834) (← links)
- On the complete monotonicity of the compound geometric convolution with applications in risk theory (Q4576842) (← links)
- A note on optimal expected utility of dividend payments with proportional reinsurance (Q4583594) (← links)
- SHAREHOLDER RISK MEASURES (Q4635029) (← links)
- A unified approach for drawdown (drawup) of time-homogeneous Markov processes (Q4684875) (← links)
- General drawdown-based de Finetti optimization for spectrally negative Lévy risk processes (Q4684956) (← links)
- OPTIMAL CAPITAL STRUCTURE WITH SCALE EFFECTS UNDER SPECTRALLY NEGATIVE LÉVY MODELS (Q4979886) (← links)
- Optimal reinsurance and dividends with transaction costs and taxes under thinning structure (Q4990510) (← links)
- Fluctuation identities for Omega-killed spectrally negative Markov additive processes and dividend problem (Q5005018) (← links)
- Optimal periodic dividend strategies for spectrally negative Lévy processes with fixed transaction costs (Q5014491) (← links)
- Strategies for Dividend Distribution: A Review (Q5029064) (← links)
- Gambler's ruin problem in a Markov-modulated jump-diffusion risk model (Q5042786) (← links)
- Dividend payments until draw-down time for risk models driven by spectrally negative Lévy processes (Q5055203) (← links)
- On series expansions for scale functions and other ruin-related quantities (Q5117674) (← links)
- Optimal Parisian-type dividend payments penalized by the number of claims for the classical and perturbed classical risk process (Q5122737) (← links)
- The<i>W</i>,<i>Z</i>scale functions kit for first passage problems of spectrally negative Lévy processes, and applications to control problems (Q5135954) (← links)
- Effects of Positive Jumps of Assets on Endogenous Bankruptcy and Optimal Capital Structure: Continuous- and Periodic-Observation Models (Q5162845) (← links)
- Optimality of refraction strategies for a constrained dividend problem (Q5203951) (← links)
- Optimal loss-carry-forward taxation for Lévy risk processes stopped at general draw-down time (Q5203959) (← links)
- On the central management of risk networks (Q5233165) (← links)
- Optimal dividend strategies for two collaborating insurance companies (Q5233179) (← links)
- Optimal dividend strategy with transaction costs for an upward jump model (Q5245418) (← links)
- Comments on ‘On Optimal Dividend Payouts Under Jump-Diffusion Risk Processes’ (Q5389051) (← links)
