Pages that link to "Item:Q2247926"
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The following pages link to Dividend problem with Parisian delay for a spectrally negative Lévy risk process (Q2247926):
Displaying 29 items.
- Parisian ruin over a finite-time horizon (Q295101) (← links)
- An insurance risk model with Parisian implementation delays (Q479172) (← 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 note on the optimal dividends problem with transaction costs in a spectrally negative Lévy model with Parisian ruin (Q6192584) (← links)
- A Lévy risk model with ratcheting dividend strategy and historic high-related stopping (Q6534551) (← links)
- Parisian ruin with power-asymmetric variance near the optimal point with application to many-inputs proportional reinsurance (Q6596379) (← links)
- An excursion theoretic approach to Parisian ruin problem (Q6607483) (← links)
- Lévy bandits under Poissonian decision times (Q6630464) (← links)
- Optimality of Threshold Strategies for Spectrally Negative Lévy Processes and a Positive Terminal Value at Creeping Ruin (Q6640251) (← links)
