Pages that link to "Item:Q5029064"
From MaRDI portal
The following pages link to Strategies for Dividend Distribution: A Review (Q5029064):
Displaying 50 items.
- Optimal dividend-financing strategies in a dual risk model with time-inconsistent preferences (Q282263) (← links)
- Dividend maximization in a hidden Markov switching model (Q293597) (← links)
- On a perturbed MAP risk model under a threshold dividend strategy (Q395923) (← links)
- On optimal joint reflective and refractive dividend strategies in spectrally positive Lévy models (Q506083) (← links)
- On optimal dividends with exponential and linear penalty payments (Q506101) (← links)
- Optimality of the threshold dividend strategy for the compound Poisson model (Q645431) (← links)
- Analysis of risk models using a level crossing technique (Q654805) (← links)
- On the total operating costs up to default in a renewal risk model (Q659143) (← links)
- De Finetti's optimal dividends problem with an affine penalty function at ruin (Q659188) (← links)
- An elementary approach to discrete models of dividend strategies (Q659189) (← links)
- Asymptotic analysis of a risk process with high dividend barrier (Q661205) (← links)
- Risk-sensitive dividend problems (Q726241) (← links)
- On optimal periodic dividend strategies in the dual model with diffusion (Q743162) (← links)
- Optimal dividend policy in an insurance company with contagious arrivals of claims (Q829004) (← links)
- An optimal consumption problem in finite time with a constraint on the ruin probability (Q889622) (← links)
- Dividends: from refracting to ratcheting (Q1622509) (← links)
- The dual risk model with dividends taken at arrival (Q1622513) (← links)
- Optimal dividend payout model with risk sensitive preferences (Q1681192) (← links)
- On optimal dividends with penalty payments in the Cramér-Lundberg model (Q1689031) (← links)
- Parisian ruin in the dual model with applications to the \(G/M/1\) queue (Q1696941) (← links)
- The dividend problem with a finite horizon (Q1704142) (← links)
- A threshold-based risk process with a waiting period to pay dividends (Q1717028) (← links)
- Stochastic optimal control of investment and dividend payment model under debt control with time-inconsistency (Q1721442) (← links)
- Optimal dividends under Erlang(2) inter-dividend decision times (Q1742724) (← links)
- Dividend optimization for jump-diffusion model with solvency constraints (Q1984693) (← links)
- Optimal dividend strategies with time-inconsistent preferences (Q1994625) (← links)
- Viscosity solution and impulse control of the diffusion model with reinsurance and fixed transaction costs (Q2015480) (← links)
- Dividend problems in the dual risk model (Q2015662) (← links)
- Revisiting optimal investment strategies of value-maximizing insurance firms (Q2038230) (← links)
- On a doubly reflected risk process with running maximum dependent reflecting barriers (Q2104057) (← links)
- Fiscal stimulus as an optimal control problem (Q2145819) (← links)
- Dividend and capital injection optimization with transaction cost for Lévy risk processes (Q2159454) (← links)
- Stackelberg differential game for insurance under model ambiguity (Q2172035) (← links)
- Optimal dividends under Markov-modulated bankruptcy level (Q2172038) (← links)
- Optimal equilibrium barrier strategies for time-inconsistent dividend problems in discrete time (Q2212144) (← links)
- Optimal dividends and capital injection under dividend restrictions (Q2216195) (← links)
- Optimal risk exposure and dividend payout policies under model uncertainty (Q2234748) (← links)
- On a class of non-zero-sum stochastic differential dividend games with regime switching (Q2242076) (← links)
- On the optimality of joint periodic and extraordinary dividend strategies (Q2242408) (← links)
- Optimal consumption under deterministic income (Q2250072) (← links)
- Stochastic optimal control of risk processes with Lipschitz payoff functions (Q2263350) (← links)
- Ruin probabilities under capital constraints (Q2273995) (← links)
- Classical and singular stochastic control for the optimal dividend policy when there is regime switching (Q2276241) (← links)
- Two-sided exit problems in the ordered risk model (Q2282732) (← links)
- Optimal dividends with partial information and stopping of a degenerate reflecting diffusion (Q2282963) (← links)
- On the gain of collaboration in a two dimensional ruin problem (Q2304005) (← links)
- Optimal prevention strategies in the classical risk model (Q2306103) (← links)
- Optimal dividends with an affine penalty (Q2318336) (← links)
- Optimal dividend payments for a two-dimensional insurance risk process (Q2323675) (← links)
- Optimal investment and dividend for an insurer under a Markov regime switching market with high gain tax (Q2338478) (← links)
