Pages that link to "Item:Q3634595"

The following pages link to Optimal Dividends in the Dual Model with Diffusion (Q3634595):

Displaying 50 items.

• On the optimal dividend problem for insurance risk models with surplus-dependent premiums (Q274118) (← links)
• Optimal dividend-financing strategies in a dual risk model with time-inconsistent preferences (Q282263) (← links)
• On a dual risk model perturbed by diffusion with dividend threshold (Q335054) (← links)
• On a dual model with barrier strategy (Q442880) (← links)
• Optimal dividend strategy in compound binomial model with bounded dividend rates (Q477522) (← links)
• On optimal periodic dividend strategies in the dual model with diffusion (Q743162) (← links)
• Optimal dividend and capital injection strategy with a penalty payment at ruin: restricted dividend payments (Q784387) (← links)
• Optimal dividends and capital injections in the dual model with a random time horizon (Q887106) (← links)
• On a dual model with a dividend threshold (Q1017775) (← links)
• Optimality of multi-refraction control strategies in the dual model (Q1622523) (← links)
• On the optimal dividend problem in the dual model with surplus-dependent premiums (Q1626507) (← links)
• On the optimality of periodic barrier strategies for a spectrally positive Lévy process (Q1681080) (← links)
• Constant barrier strategies in a two-state Markov-modulated dual risk model (Q1942156) (← links)
• Viscosity solution and impulse control of the diffusion model with reinsurance and fixed transaction costs (Q2015480) (← links)
• Optimal dividends in the dual model under transaction costs (Q2015482) (← links)
• Valuing equity-linked death benefits in jump diffusion models (Q2015627) (← links)
• Optimal dividend problem with a terminal value for spectrally positive Lévy processes (Q2015644) (← links)
• Dividend problems in the dual risk model (Q2015662) (← links)
• Optimal dividend strategy under Parisian ruin with affine penalty (Q2157383) (← links)
• On the dual risk model with diffusion under a mixed dividend strategy (Q2177679) (← links)
• On a multi-threshold compound Poisson process perturbed by diffusion (Q2267616) (← links)
• Parisian ruin with a threshold dividend strategy under the dual Lévy risk model (Q2292187) (← links)
• Optimal dividends with an affine penalty (Q2318336) (← links)
• The perturbed dual risk model with constant interest and a threshold dividend strategy (Q2319336) (← links)
• Precommitted investment strategy versus time-consistent investment strategy for a dual risk model (Q2321564) (← links)
• Dividend problems with a barrier strategy in the dual risk model until bankruptcy (Q2336202) (← 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)
• Optimal dividends and capital injections for a spectrally positive Lévy process (Q2358466) (← links)
• Optimal periodic dividend and capital injection problem for spectrally positive Lévy processes (Q2397860) (← links)
• Ruin probability in the dual risk model with two revenue streams (Q2417103) (← links)
• Dividend problems in the dual model with diffusion and exponentially distributed observation time (Q2452891) (← links)
• Dividend optimisation: a behaviouristic approach (Q2665855) (← links)
• Equilibrium periodic dividend strategies with non-exponential discounting for spectrally positive Lévy processes (Q2666682) (← links)
• Optimal dividend and equity issuance in the perturbed dual model under a penalty for ruin (Q2807687) (← links)
• A Markov Additive Risk Process with a Dividend Barrier (Q2837755) (← links)
• A unifying approach to the analysis of business with random gains (Q2866303) (← links)
• Optimal control problem for an insurance surplus model with debt liability (Q2875739) (← links)
• The moments of the discounted loss and the discounted dividends for a spectrally negative Lévy risk process (Q3449925) (← links)
• On the Upcrossing and Downcrossing Probabilities of a Dual Risk Model With Phase-Type Gains (Q3569716) (← links)
• SOME ADVANCES ON THE ERLANG(<i>n</i>) DUAL RISK MODEL (Q4563732) (← links)
• REFRACTION–REFLECTION STRATEGIES IN THE DUAL MODEL (Q4563792) (← links)
• First passage time for compound Poisson processes with diffusion: ruin theoretical and financial applications (Q4576858) (← links)
• On dividends in the phase–type dual risk model (Q4577204) (← links)
• On the Parisian ruin of the dual Lévy risk model (Q4684916) (← links)
• Review of statistical actuarial risk modelling (Q4966720) (← links)
• Strategies for Dividend Distribution: A Review (Q5029064) (← links)
• Ruin probabilities for the phase-type dual model perturbed by diffusion (Q5079163) (← links)
• A perturbation approach to optimal investment, liability ratio, and dividend strategies (Q5083407) (← links)
• ON THE OPTIMAL DIVIDEND PROBLEM FOR A SPECTRALLY POSITIVE LÉVY PROCESS (Q5214827) (← links)