Pages that link to "Item:Q1381478"
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The following pages link to Optimal choice of dividend barriers for a risk process with stochastic return on investments (Q1381478):
Displayed 15 items.
- (Q3300168) (← links)
- Series Expansions for the First Passage Distribution of Wong–Pearson Jump-Diffusions (Q3391780) (← links)
- The distribution of the dividend payments in the compound poisson risk model perturbed by diffusion (Q3440846) (← links)
- Optimal Dividend Strategy in the Compound Poisson Model with Constant Interest (Q3444706) (← links)
- OPTIMAL DIVIDEND PAYMENTS WHEN CASH RESERVES FOLLOW A JUMP-DIFFUSION PROCESS (Q3553258) (← links)
- The Compound Poisson Risk Model with Interest and a Threshold Strategy (Q3643185) (← links)
- A note on optimal expected utility of dividend payments with proportional reinsurance (Q4583594) (← links)
- Optimal dynamic portfolio selection for a corporation with controllable risk and dividend distribution policy (Q4610239) (← links)
- Optimal Dividends In An Ornstein-Uhlenbeck Type Model With Credit And Debit Interest (Q5018719) (← links)
- Moments of the Dividend Payments and Related Problems in a Markov-Modulated Risk Model (Q5019727) (← links)
- Strategies for Dividend Distribution: A Review (Q5029064) (← links)
- Optimal dividend payments until ruin of diffusion processes when payments are subject to both fixed and proportional costs (Q5426464) (← links)
- CLASSICAL AND IMPULSE STOCHASTIC CONTROL FOR THE OPTIMIZATION OF THE DIVIDEND AND RISK POLICIES OF AN INSURANCE FIRM (Q5472784) (← links)
- Geometric Brownian Motion Models for Assets and Liabilities: From Pension Funding to Optimal Dividends (Q5715918) (← links)
- Optimal Dividends (Q5715949) (← links)