Pages that link to "Item:Q2323675"
From MaRDI portal
The following pages link to Optimal dividend payments for a two-dimensional insurance risk process (Q2323675):
Displaying 4 items.
- Non-convex Hamilton-Jacobi equations with gradient constraints (Q2033013) (← links)
- Regression Monte Carlo for impulse control (Q2094845) (← links)
- A bivariate Laguerre expansions approach for joint ruin probabilities in a two-dimensional insurance risk process (Q2670126) (← links)
- On fluctuation theory for spectrally negative Lévy processes with Parisian reflection below, and applications (Q4606857) (← links)
