Pages that link to "Item:Q1023316"
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The following pages link to Optimal dividends in the Brownian motion risk model with interest (Q1023316):
Displaying 13 items.
- Optimal control with restrictions for a diffusion risk model under constant interest force (Q253085) (← links)
- Optimal dividend strategy in compound binomial model with bounded dividend rates (Q477522) (← links)
- Optimal dividend strategies in a delayed claim risk model with dividends discounted by stochastic interest rates (Q494698) (← links)
- Optimality of the threshold dividend strategy for the compound Poisson model (Q645431) (← links)
- Optimal dividends and bankruptcy procedures: Analysis of the Ornstein-Uhlenbeck process (Q645698) (← links)
- Optimal risk exposure and dividend payout policies under model uncertainty (Q2234748) (← links)
- An optimal dividend strategy in the discrete Sparre Andersen model with bounded dividend rates (Q2252188) (← links)
- The exit time and the dividend value function for one-dimensional diffusion processes (Q2318956) (← links)
- Alternative approach to the optimality of the threshold strategy for spectrally negative Lévy processes (Q2439244) (← links)
- Total duration of negative surplus for a Brownian motion risk model with interest (Q2440501) (← links)
- OPTIMAL FINANCING AND DIVIDEND DISTRIBUTION WITH TRANSACTION COSTS IN THE CASE OF RESTRICTED DIVIDEND RATES (Q4563793) (← links)
- Dividend optimization for general diffusions with restricted dividend payment rates (Q4576916) (← links)
- Strategies for Dividend Distribution: A Review (Q5029064) (← links)
