Pages that link to "Item:Q5018718"

The following pages link to On Optimal Dividend Strategies In The Compound Poisson Model (Q5018718):

Displayed 50 items.

• Optimal control with restrictions for a diffusion risk model under constant interest force (Q253085) ‎ (← links)
• Equilibrium dividend strategy with non-exponential discounting in a dual model (Q274116) ‎ (← links)
• On a dual risk model perturbed by diffusion with dividend threshold (Q335054) ‎ (← links)
• Dividends and reinsurance under a penalty for ruin (Q414614) ‎ (← links)
• Optimal dividend and capital injection problem in the dual model with proportional and fixed transaction costs (Q418074) ‎ (← links)
• Optimal dividend strategy in compound binomial model with bounded dividend rates (Q477522) ‎ (← links)
• Optimal dividend strategies in a delayed claim risk model with dividends discounted by stochastic interest rates (Q494698) ‎ (← links)
• Optimal debt ratio and dividend payment strategies with reinsurance (Q495502) ‎ (← links)
• On maximizing expected discounted taxation in a risk process with interest (Q504475) ‎ (← links)
• Optimality of the threshold dividend strategy for the compound Poisson model (Q645431) ‎ (← links)
• On the total operating costs up to default in a renewal risk model (Q659143) ‎ (← links)
• Asymptotic analysis of a risk process with high dividend barrier (Q661205) ‎ (← links)
• Optimal size of business and dividend strategy in a nonlinear model with refinancing and liquidation value (Q728213) ‎ (← links)
• Optimal dividend and capital injection strategy with a penalty payment at ruin: restricted dividend payments (Q784387) ‎ (← links)
• Optimal dividend policy in an insurance company with contagious arrivals of claims (Q829004) ‎ (← links)
• On a perturbed Sparre Andersen risk model with multi-layer dividend strategy (Q843170) ‎ (← links)
• The perturbed compound Poisson risk model with constant interest and a threshold dividend strategy (Q847166) ‎ (← links)
• Dividend payments with a threshold strategy in the compound Poisson risk model perturbed by diffusion (Q882477) ‎ (← links)
• Gerber-Shiu discounted penalty function in a Sparre Andersen model with multi-layer dividend strategy (Q931185) ‎ (← links)
• Constant dividend barrier in a risk model with interclaim-dependent claim sizes (Q939323) ‎ (← links)
• The perturbed Sparre Andersen model with a threshold dividend strategy (Q939541) ‎ (← links)
• On the time value of absolute ruin for a multi-layer compound Poisson model under interest force (Q947187) ‎ (← links)
• Dividend maximization under consideration of the time value of ruin (Q997096) ‎ (← links)
• The compound Poisson risk model with multiple thresholds (Q998276) ‎ (← links)
• The Markovian regime-switching risk model with a threshold dividend strategy (Q1017771) ‎ (← links)
• On a dual model with a dividend threshold (Q1017775) ‎ (← links)
• Optimal dividends in the Brownian motion risk model with interest (Q1023316) ‎ (← links)
• On the renewal risk model under a threshold strategy (Q1026427) ‎ (← links)
• Dividends: from refracting to ratcheting (Q1622509) ‎ (← links)
• On the bail-out optimal dividend problem (Q1626508) ‎ (← links)
• On weighted occupation times for refracted spectrally negative Lévy processes (Q1645119) ‎ (← links)
• Complete discounted cash flow valuation (Q1681180) ‎ (← links)
• Optimal dividend and investment problems under Sparre Andersen model (Q1704145) ‎ (← links)
• Optimal risk control and dividend strategies in the presence of two reinsurers: variance premium principle (Q1717018) ‎ (← links)
• Stochastic optimal control of investment and dividend payment model under debt control with time-inconsistency (Q1721442) ‎ (← links)
• On the dual risk model with Parisian implementation delays in dividend payments (Q1752782) ‎ (← links)
• Absolute ruin problems in a compound Poisson risk model with constant dividend barrier and liquid reserves (Q1796728) ‎ (← links)
• Optimal risk control and dividend distribution policies for a diffusion model with terminal value (Q1931091) ‎ (← links)
• On a doubly reflected risk process with running maximum dependent reflecting barriers (Q2104057) ‎ (← links)
• Optimal dividend strategies in a renewal risk model with phase-type distributed interclaim times (Q2115138) ‎ (← links)
• Optimal dividend strategy under Parisian ruin with affine penalty (Q2157383) ‎ (← links)
• Randomized observation periods for compound Poisson risk model with capital injection and barrier dividend (Q2166946) ‎ (← links)
• Optimality of impulse control problem in refracted Lévy model with Parisian ruin and transaction costs (Q2188956) ‎ (← links)
• Optimal equilibrium barrier strategies for time-inconsistent dividend problems in discrete time (Q2212144) ‎ (← links)
• Statistical estimation for some dividend problems under the compound Poisson risk model (Q2212164) ‎ (← links)
• The optimal investment, liability and dividends in insurance (Q2240112) ‎ (← links)
• Finite-time dividend problems in a Lévy risk model under periodic observation (Q2242128) ‎ (← links)
• Optimal dividend of compound Poisson process under a stochastic interest rate (Q2244203) ‎ (← links)
• On the expected discounted penalty function and optimal dividend strategy for a risk model with random incomes and interclaim-dependent claim sizes (Q2252704) ‎ (← links)
• On the threshold dividend strategy for a generalized jump-diffusion risk model (Q2276238) ‎ (← links)