Pages that link to "Item:Q2482689"

The following pages link to Optimizing venture capital investments in a jump diffusion model (Q2482689):

Displaying 34 items.

• Optimal dividend-financing strategies in a dual risk model with time-inconsistent preferences (Q282263) (← links)
• In the insurance business risky investments are dangerous: the case of negative risk sums (Q287663) (← links)
• On optimal joint reflective and refractive dividend strategies in spectrally positive Lévy models (Q506083) (← links)
• Optimal financing and dividend control in the dual model (Q636479) (← links)
• On finite-time ruin probabilities in a generalized dual risk model with dependence (Q726237) (← links)
• Optimal periodic dividend strategies for spectrally positive Lévy risk processes with fixed transaction costs (Q784453) (← links)
• Optimal payout policy in presence of downside risk (Q1014300) (← links)
• On a dual model with a dividend threshold (Q1017775) (← links)
• Duality in ruin problems for ordered risk models (Q1697212) (← links)
• Optimal dividends in the dual model under transaction costs (Q2015482) (← links)
• Optimal dividend problem with a terminal value for spectrally positive Lévy processes (Q2015644) (← links)
• Dividend problems in the dual risk model (Q2015662) (← links)
• OR for entrepreneurial ecosystems: a problem-oriented review and agenda (Q2116897) (← links)
• Ruin probabilities for a Lévy-driven generalised Ornstein-Uhlenbeck process (Q2282962) (← links)
• The perturbed dual risk model with constant interest and a threshold dividend strategy (Q2319336) (← links)
• Optimal dividend problems for a jump-diffusion model with capital injections and proportional transaction costs (Q2351282) (← links)
• Optimal dividend-equity issuance strategy in a dual model with fixed and proportional transaction costs (Q2355355) (← links)
• Sensitivity analysis of some applied probability models (Q2662914) (← links)
• A comonotonic approximation to optimal terminal wealth under a multivariate Merton model with correlated jump risk (Q2698069) (← links)
• A delayed dual risk model (Q2976125) (← links)
• The Optimal Dividend Problem in the Dual Model (Q3191821) (← links)
• On the Upcrossing and Downcrossing Probabilities of a Dual Risk Model With Phase-Type Gains (Q3569716) (← links)
• On singular stochastic control and optimal stopping of spectrally negative jump diffusions (Q3612253) (← links)
• Optimal Dividends in the Dual Model with Diffusion (Q3634595) (← links)
• SOME ADVANCES ON THE ERLANG(<i>n</i>) DUAL RISK MODEL (Q4563732) (← links)
• On dividends in the phase–type dual risk model (Q4577204) (← links)
• Asymptotic analysis and optimization of some insurance models (Q4627093) (← links)
• Strategies for Dividend Distribution: A Review (Q5029064) (← links)
• Asymptotic analysis for optimal dividends in a dual risk model (Q5044430) (← links)
• Ruin probabilities for the phase-type dual model perturbed by diffusion (Q5079163) (← links)
• ON THE OPTIMAL DIVIDEND PROBLEM FOR A SPECTRALLY POSITIVE LÉVY PROCESS (Q5214827) (← links)
• Optimal dividend strategy with transaction costs for an upward jump model (Q5245418) (← links)
• ON OPTIMAL DIVIDENDS IN THE DUAL MODEL (Q5398355) (← links)
• Optimal dividend strategies in a dual model with capital injections (Q5962151) (← links)