Pages that link to "Item:Q2252284"

The following pages link to On a periodic dividend barrier strategy in the dual model with continuous monitoring of solvency (Q2252284):

Displaying 49 items.

• Optimal dividend-financing strategies in a dual risk model with time-inconsistent preferences (Q282263) (← links)
• Exit identities for Lévy processes observed at Poisson arrival times (Q282534) (← links)
• The Markov additive risk process under an Erlangized dividend barrier strategy (Q292342) (← links)
• On a Gerber-Shiu type function and its applications in a dual semi-Markovian risk model (Q297901) (← links)
• On a discrete risk model with delayed claims and a randomized dividend strategy (Q738487) (← links)
• On optimal periodic dividend strategies in the dual model with diffusion (Q743162) (← links)
• Optimal periodic dividend strategies for spectrally positive Lévy risk processes with fixed transaction costs (Q784453) (← links)
• Spectrally negative Lévy processes with Parisian reflection below and classical reflection above (Q1683818) (← links)
• Moments of discounted dividend payments in a risk model with randomized dividend-decision times (Q1692711) (← links)
• Spectrally negative Lévy risk model under Erlangized barrier strategy (Q1715797) (← links)
• A note on a Lévy insurance risk model under periodic dividend decisions (Q1716923) (← links)
• The compound Poisson risk model under a mixed dividend strategy (Q1740121) (← links)
• Optimal dividends under Erlang(2) inter-dividend decision times (Q1742724) (← links)
• On the dual risk model with Parisian implementation delays in dividend payments (Q1752782) (← links)
• Recursive approximating to the finite-time Gerber-Shiu function in Lévy risk models under periodic observation (Q2050919) (← links)
• On the improved thinning risk model under a periodic dividend barrier strategy (Q2142913) (← links)
• Randomized observation periods for compound Poisson risk model with capital injection and barrier dividend (Q2166946) (← links)
• Designing cost-efficient inspection schemes for stochastic streamflow environment using an effective Hamiltonian approach (Q2168629) (← links)
• On the dual risk model with diffusion under a mixed dividend strategy (Q2177679) (← links)
• On a perturbed compound Poisson risk model under a periodic threshold-type dividend strategy (Q2190324) (← links)
• The Leland-Toft optimal capital structure model under Poisson observations (Q2211349) (← links)
• Finite-time dividend problems in a Lévy risk model under periodic observation (Q2242128) (← links)
• On the optimality of joint periodic and extraordinary dividend strategies (Q2242408) (← links)
• Risk modelling on liquidations with Lévy processes (Q2246056) (← links)
• Parisian ruin with a threshold dividend strategy under the dual Lévy risk model (Q2292187) (← links)
• Optimal dividend problems for a jump-diffusion model with capital injections and proportional transaction costs (Q2351282) (← links)
• A periodic dividend problem with inconstant barrier in Markovian environment (Q2355462) (← links)
• Optimal periodic dividend and capital injection problem for spectrally positive Lévy processes (Q2397860) (← links)
• On a risk model with randomized dividend-decision times (Q2438420) (← links)
• On the expected discounted dividends in the Cramér-Lundberg risk model with more frequent ruin monitoring than dividend decisions (Q2514612) (← links)
• Equilibrium periodic dividend strategies with non-exponential discounting for spectrally positive Lévy processes (Q2666682) (← links)
• A delayed dual risk model (Q2976125) (← links)
• Periodic threshold-type dividend strategy in the compound Poisson risk model (Q4562058) (← links)
• ON THE INTERFACE BETWEEN OPTIMAL PERIODIC AND CONTINUOUS DIVIDEND STRATEGIES IN THE PRESENCE OF TRANSACTION COSTS (Q4563782) (← links)
• Lévy insurance risk process with Poissonian taxation (Q4575450) (← links)
• On the Parisian ruin of the dual Lévy risk model (Q4684916) (← links)
• Optimal periodic dividend strategies for spectrally negative Lévy processes with fixed transaction costs (Q5014491) (← links)
• Asymptotic analysis for optimal dividends in a dual risk model (Q5044430) (← links)
• Dividend payments until draw-down time for risk models driven by spectrally negative Lévy processes (Q5055203) (← links)
• A dividend optimization problem with constraint of survival probability in a Markovian environment model (Q5078564) (← links)
• A perturbed risk model with constant interest and periodic barrier dividend strategy (Q5082714) (← links)
• Effects of Positive Jumps of Assets on Endogenous Bankruptcy and Optimal Capital Structure: Continuous- and Periodic-Observation Models (Q5162845) (← links)
• An Optimal Control Problem in a Risk Model with Stochastic Premiums and Periodic Dividend Payments (Q5348801) (← links)
• ON THE COMPOUND POISSON RISK MODEL WITH PERIODIC CAPITAL INJECTIONS (Q5745200) (← links)
• Double continuation regions for American options under Poisson exercise opportunities (Q6054363) (← links)
• On a time-changed Lévy risk model with capital injections and periodic observation (Q6094062) (← links)
• Modeling and computation of cost-constrained adaptive environmental management with discrete observation and intervention (Q6098945) (← links)
• Finite-time expected present value of operating costs until ruin in a Cox risk model with periodic observation (Q6106004) (← links)
• Gerber-Shiu analysis in the compound Poisson model with constant inter-observation times (Q6163057) (← links)