Pages that link to "Item:Q974817"
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The following pages link to Optimal dividend strategies in a Cramér-Lundberg model with capital injections (Q974817):
Displayed 21 items.
- Optimal Dividend Strategies for a Compound Poisson Process Under Transaction Costs and Power Utility (Q4906410) (← links)
- A Free Boundary Problem of Liquidity Management for Optimal Dividend and Insurance in Finite Horizon (Q5000635) (← links)
- Optimal periodic dividend strategies for spectrally negative Lévy processes with fixed transaction costs (Q5014491) (← links)
- Strategies for Dividend Distribution: A Review (Q5029064) (← links)
- A stochastic model for the optimal allocation of hydropower flexibility in renewable energy markets (Q5071666) (← links)
- Dividends and capital injections in a renewal model with Erlang distributed inter-arrival times (Q5083399) (← links)
- A perturbation approach to optimal investment, liability ratio, and dividend strategies (Q5083407) (← links)
- Optimal dividends and reinsurance with capital injection under thinning dependence (Q5093750) (← links)
- An Optimal Dividend Problem with Capital Injections over a Finite Horizon (Q5232239) (← links)
- On the central management of risk networks (Q5233165) (← links)
- Optimal dividend strategies for two collaborating insurance companies (Q5233179) (← links)
- Stochastic optimal control on dividend policies with bankruptcy (Q5238199) (← links)
- Optimal dividend strategy with transaction costs for an upward jump model (Q5245418) (← links)
- ON THE COMPOUND POISSON RISK MODEL WITH PERIODIC CAPITAL INJECTIONS (Q5745200) (← links)
- Parisian excursion with capital injection for drawdown reflected Lévy insurance risk process (Q5881713) (← links)
- Optimal dividend strategies in a dual model with capital injections (Q5962151) (← links)
- On a time-changed Lévy risk model with capital injections and periodic observation (Q6094062) (← links)
- Time-inconsistent view on a dividend problem with penalty (Q6096077) (← links)
- Optimal dividend and capital injection strategies in common shock dependence model with time-inconsistent preferences (Q6099193) (← links)
- A scale function based approach for solving integral-differential equations in insurance risk models (Q6160571) (← links)
- On the ruin probabilities in a discrete time insurance risk process with capital injections and reinsurance (Q6167554) (← links)
