The following pages link to Optimal Dividends (Q5715949):
Displayed 50 items.
- Impulse Stochastic Control for the Optimization of the Dividend Payments of the Compound Poisson Risk Model Perturbed by Diffusion (Q2905357) (← links)
- Optimal Threshold Dividend Strategies under the Compound Poisson Model with Regime Switching (Q2909993) (← links)
- Excess capital, operational disaster risk, and capital requirements for banks (Q3005359) (← links)
- De Finetti's Dividend Problem and Impulse Control for a Two-Dimensional Insurance Risk Process (Q3006673) (← links)
- On a Classical Risk Model with a Constant Dividend Barrier (Q3010447) (← links)
- The compound Poisson process perturbed by a diffusion with a threshold dividend strategy (Q3077455) (← links)
- Dividend payments in the classical risk model under absolute ruin with debit interest (Q3077476) (← links)
- Exit Problems for Reflected Markov-Modulated Brownian Motion (Q3165488) (← links)
- AN OPTIMAL DIVIDEND POLICY WITH DELAYED CAPITAL INJECTIONS (Q3191189) (← links)
- A Stochastic Control Problem with Linearly Bounded Control Rates in a Brownian Model (Q3382775) (← links)
- The distribution of the dividend payments in the compound poisson risk model perturbed by diffusion (Q3440846) (← links)
- The expectation of aggregate discounted dividends for a Sparre Anderson risk process perturbed by diffusion (Q3505192) (← links)
- A Lévy Insurance Risk Process with Tax (Q3516409) (← links)
- Upper bound for ruin probabilities under optimal investment and proportional reinsurance (Q3552617) (← links)
- OPTIMAL DIVIDEND PAYMENTS WHEN CASH RESERVES FOLLOW A JUMP-DIFFUSION PROCESS (Q3553258) (← links)
- Optimal expected exponential utility of dividend payments in a Brownian risk model (Q3608218) (← links)
- Semiparametric estimation in the optimal dividend barrier for the classical risk model (Q4562051) (← links)
- Periodic threshold-type dividend strategy in the compound Poisson risk model (Q4562058) (← links)
- A note on optimal expected utility of dividend payments with proportional reinsurance (Q4583594) (← links)
- SHAREHOLDER RISK MEASURES (Q4635029) (← links)
- Ruin problem of a two-dimensional fractional Brownian motion risk process (Q4639229) (← links)
- Discrete Dividend Payments in Continuous Time (Q4958548) (← links)
- Review of statistical actuarial risk modelling (Q4966720) (← links)
- Optimal Dividend Distribution Under Drawdown and Ratcheting Constraints on Dividend Rates (Q4971973) (← links)
- Optimal reinsurance and dividends with transaction costs and taxes under thinning structure (Q4990510) (← links)
- Optimal Dividend Problem: Asymptotic Analysis (Q4990517) (← links)
- A Computational Approach to First Passage Problems of Reflected Hyperexponential Jump Diffusion Processes (Q4995066) (← links)
- Optimal dividend strategy for an insurance group with contagious default risk (Q5003355) (← links)
- (Q5011462) (← links)
- Optimal Dividends In An Ornstein-Uhlenbeck Type Model With Credit And Debit Interest (Q5018719) (← links)
- “Optimal Dividends In An Ornstein-Uhlenbeck Type Model With Credit And Debit Interest”, Jun Cai, Hans U. Gerber and Hailiang Yang, April 2006 (Q5018720) (← links)
- On The Merger Of Two Companies (Q5018730) (← links)
- A Risk Model with Multilayer Dividend Strategy (Q5019726) (← links)
- Moments of the Dividend Payments and Related Problems in a Markov-Modulated Risk Model (Q5019727) (← links)
- “On the Merger of Two Companies,” Hans Gerber and Elias S. W. Shiu, July 2006 (Q5019740) (← links)
- Moments of Discounted Dividends for a Threshold Strategy in the Compound Poisson Risk Model (Q5022546) (← links)
- Strategies for Dividend Distribution: A Review (Q5029064) (← links)
- On the dividends of the risk model with Markovian barrier (Q5077370) (← links)
- Optimal Dividend Strategies with Reinsurance under Contagious Systemic Risk (Q5080491) (← links)
- A perturbation approach to optimal investment, liability ratio, and dividend strategies (Q5083407) (← links)
- Optimal Ratcheting of Dividends in a Brownian Risk Model (Q5092725) (← 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)
- Optimal Dividend Strategies of Two Collaborating Businesses in the Diffusion Approximation Model (Q5219547) (← links)
- Perturbed MAP Risk Models with Dividend Barrier Strategies (Q5321766) (← links)
- OPTIMAL DIVIDEND–REINSURANCE WITH TWO TYPES OF PREMIUM PRINCIPLES (Q5358076) (← links)
- Pension funding problem with regime‐switching geometric Brownian motion assets and liabilities (Q5391298) (← links)
- Optimal dividend payments until ruin of diffusion processes when payments are subject to both fixed and proportional costs (Q5426464) (← links)
- Distribution of the Present Value of Dividend Payments in a Lévy Risk Model (Q5443741) (← links)
- On the distribution of dividend payments and the discounted penalty function in a risk model with linear dividend barrier (Q5467652) (← links)