Pages that link to "Item:Q4563792"

The following pages link to REFRACTION–REFLECTION STRATEGIES IN THE DUAL MODEL (Q4563792):

Displaying 11 items.

• On optimal joint reflective and refractive dividend strategies in spectrally positive Lévy models (Q506083) (← links)
• Optimality of multi-refraction control strategies in the dual model (Q1622523) (← links)
• On the bail-out optimal dividend problem (Q1626508) (← links)
• Spectrally negative Lévy processes with Parisian reflection below and classical reflection above (Q1683818) (← links)
• On the refracted-reflected spectrally negative Lévy processes (Q1683820) (← links)
• Fluctuation theory for level-dependent Lévy risk processes (Q2280031) (← links)
• Ruin probability in the dual risk model with two revenue streams (Q2417103) (← links)
• MFO-RIMS tandem workshop: Nonlocality in analysis, probability and statistics. Abstracts from the MFO-RIMS tandem workshop held March 20--26, 2022 (Q2693042) (← links)
• Optimal dividend strategy for an insurance group with contagious default risk (Q5003355) (← links)
• On the Bailout Dividend Problem for Spectrally Negative Markov Additive Models (Q5106718) (← links)
• On the optimality of the refraction-reflection strategies for Lévy processes (Q6044251) (← links)