Pages that link to "Item:Q2247926"

The following pages link to Dividend problem with Parisian delay for a spectrally negative Lévy risk process (Q2247926):

Displayed 23 items.

• Parisian ruin over a finite-time horizon (Q295101) ‎ (← links)
• On the optimal dividend problem in the dual model with surplus-dependent premiums (Q1626507) ‎ (← links)
• Dividend barrier strategy: proceed with caution (Q1640946) ‎ (← links)
• On spectrally positive Lévy risk processes with Parisian implementation delays in dividend payments (Q1644204) ‎ (← links)
• On the optimality of periodic barrier strategies for a spectrally positive Lévy process (Q1681080) ‎ (← links)
• Parisian ruin in the dual model with applications to the \(G/M/1\) queue (Q1696941) ‎ (← links)
• A threshold-based risk process with a waiting period to pay dividends (Q1717028) ‎ (← links)
• On the dual risk model with Parisian implementation delays in dividend payments (Q1752782) ‎ (← links)
• Optimal dividend strategy under Parisian ruin with affine penalty (Q2157383) ‎ (← links)
• Gerber-Shiu function at draw-down Parisian ruin time for the spectrally negative Lévy risk process (Q2169287) ‎ (← links)
• Parisian ruin with a threshold dividend strategy under the dual Lévy risk model (Q2292187) ‎ (← links)
• Optimal singular dividend problem under the Sparre Andersen model (Q2302759) ‎ (← links)
• Dividend optimisation: a behaviouristic approach (Q2665855) ‎ (← links)
• Parisian ruin of self-similar Gaussian risk processes (Q3449926) ‎ (← links)
• Lévy insurance risk process with Poissonian taxation (Q4575450) ‎ (← links)
• A note on optimal expected utility of dividend payments with proportional reinsurance (Q4583594) ‎ (← links)
• Asymptotics of Parisian ruin of Brownian motion risk model over an infinite-time horizon (Q4583618) ‎ (← links)
• Optimal reinsurance and dividends with transaction costs and taxes under thinning structure (Q4990510) ‎ (← links)
• Draw-down Parisian ruin for spectrally negative Lévy processes (Q5005045) ‎ (← links)
• Optimal Parisian-type dividend payments penalized by the number of claims for the classical and perturbed classical risk process (Q5122737) ‎ (← links)
• The Omega-model with two bankruptcy rates (Q5157350) ‎ (← links)
• Minimizing the Discounted Probability of Exponential Parisian Ruin via Reinsurance (Q5222158) ‎ (← links)
• A refracted Lévy process with delayed dividend pullbacks (Q6096082) ‎ (← links)