Pages that link to "Item:Q3553258"
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The following pages link to OPTIMAL DIVIDEND PAYMENTS WHEN CASH RESERVES FOLLOW A JUMP-DIFFUSION PROCESS (Q3553258):
Displayed 26 items.
- On a dual risk model perturbed by diffusion with dividend threshold (Q335054) (← links)
- Optimal dividend and capital injection problem in the dual model with proportional and fixed transaction costs (Q418074) (← links)
- Optimal dividend payment strategies with debt constraint in a hybrid regime-switching jump-diffusion model (Q1690497) (← links)
- Stochastic maximum principle for partial information optimal investment and dividend problem of an insurer (Q1716975) (← links)
- Optimal dividend policies with transaction costs for a class of jump-diffusion processes (Q1936828) (← links)
- Dividend optimization for jump-diffusion model with solvency constraints (Q1984693) (← links)
- Optimal dividend strategies with time-inconsistent preferences (Q1994625) (← links)
- Optimal dividend policy when cash surplus follows the telegraph process (Q2037638) (← links)
- Optimal dividend strategies in a renewal risk model with phase-type distributed interclaim times (Q2115138) (← links)
- Optimal singular dividend problem under the Sparre Andersen model (Q2302759) (← links)
- Classical and impulse stochastic control on the optimization of dividends with residual capital at bankruptcy (Q2398740) (← links)
- Optimal dividend policy when risk reserves follow a jump-diffusion process with a completely monotone jump density under Markov-regime switching (Q2415959) (← links)
- Lévy risk model with two-sided jumps and a barrier dividend strategy (Q2427836) (← links)
- Moment and polynomial bounds for ruin-related quantities in risk theory (Q2672152) (← links)
- Finite horizon optimal dividend and reinsurance problem driven by a jump-diffusion process with controlled jumps (Q2701093) (← links)
- MODERN MONETARY CIRCUIT THEORY, STABILITY OF INTERCONNECTED BANKING NETWORK, AND BALANCE SHEET OPTIMIZATION FOR INDIVIDUAL BANKS (Q2828054) (← links)
- Impulse Stochastic Control for the Optimization of the Dividend Payments of the Compound Poisson Risk Model Perturbed by Diffusion (Q2905357) (← links)
- Optimal impulse control for dividend and capital injection with proportional reinsurance and exponential premium principle (Q2979011) (← links)
- SHAREHOLDER RISK MEASURES (Q4635029) (← links)
- Stochastic optimal control on impulse dividend model with stochastic returns (Q5015991) (← links)
- Gambler's ruin problem in a Markov-modulated jump-diffusion risk model (Q5042786) (← links)
- Banach contraction principle, <i>q</i>-scale function and ultimate ruin probability under a Markov-modulated classical risk model (Q5073018) (← links)
- Comments on ‘On Optimal Dividend Payouts Under Jump-Diffusion Risk Processes’ (Q5389051) (← links)
- <i>q</i>-scale function, Banach contraction principle, and ultimate ruin probability in a Markov-modulated jump–diffusion risk model (Q5878641) (← links)
- Optimal dividend problems with a risk probability criterion (Q6053129) (← links)
- Optimal dividend payout under stochastic discounting (Q6054423) (← links)