Pages that link to "Item:Q5398355"
From MaRDI portal
The following pages link to ON OPTIMAL DIVIDENDS IN THE DUAL MODEL (Q5398355):
Displayed 22 items.
- Equilibrium dividend strategy with non-exponential discounting in a dual model (Q274116) (← links)
- Optimal dividend-financing strategies in a dual risk model with time-inconsistent preferences (Q282263) (← links)
- Games of singular control and stopping driven by spectrally one-sided Lévy processes (Q468726) (← links)
- On optimal joint reflective and refractive dividend strategies in spectrally positive Lévy models (Q506083) (← links)
- On optimal periodic dividend strategies in the dual model with diffusion (Q743162) (← links)
- Optimal dividends and capital injections in the dual model with a random time horizon (Q887106) (← links)
- On the optimality of periodic barrier strategies for a spectrally positive Lévy process (Q1681080) (← links)
- A time of ruin constrained optimal dividend problem for spectrally one-sided Lévy processes (Q1742706) (← links)
- Optimal dividends in the dual model under transaction costs (Q2015482) (← links)
- Optimal dividend problem with a terminal value for spectrally positive Lévy processes (Q2015644) (← links)
- Optimality of doubly reflected Lévy processes in singular control (Q2348300) (← links)
- Optimal dividend problems for a jump-diffusion model with capital injections and proportional transaction costs (Q2351282) (← 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)
- Optimality of Refraction Strategies for Spectrally Negative Lévy Processes (Q2807401) (← links)
- Inventory Control for Spectrally Positive Lévy Demand Processes (Q2976149) (← links)
- The Optimal Dividend Problem in the Dual Model (Q3191821) (← links)
- The moments of the discounted loss and the discounted dividends for a spectrally negative Lévy risk process (Q3449925) (← links)
- REFRACTION–REFLECTION STRATEGIES IN THE DUAL MODEL (Q4563792) (← links)
- OPTIMAL CAPITAL STRUCTURE WITH SCALE EFFECTS UNDER SPECTRALLY NEGATIVE LÉVY MODELS (Q4979886) (← links)
- ULTRA-FAST PRICING BARRIER OPTIONS AND CDSs (Q5357515) (← links)
- On the Continuous and Smooth Fit Principle for Optimal Stopping Problems in Spectrally Negative Lévy Models (Q5415097) (← links)