Pages that link to "Item:Q5443741"

The following pages link to Distribution of the Present Value of Dividend Payments in a Lévy Risk Model (Q5443741):

Displaying 32 items.

• Exit identities for Lévy processes observed at Poisson arrival times (Q282534) (← links)
• A note on moments of dividends (Q475678) (← links)
• Occupation times of refracted Lévy processes (Q482802) (← links)
• On optimality of the barrier strategy for a general Lévy risk process (Q636448) (← links)
• An optimal dividends problem with transaction costs for spectrally negative Lévy processes (Q659091) (← links)
• The distribution of tax payments in a Lévy insurance risk model with a surplus-dependent taxation structure (Q659130) (← links)
• A note on scale functions and the time value of ruin for Lévy insurance risk processes (Q659186) (← links)
• Optimality of the barrier strategy in de Finetti's dividend problem for spectrally negative Lévy processes: an alternative approach (Q732157) (← links)
• Optimality of barrier dividend strategy in a jump-diffusion risk model with debit interest (Q822631) (← links)
• On optimality of the barrier strategy in de Finetti's dividend problem for spectrally negative Lévy processes (Q957513) (← links)
• Refracted Lévy processes (Q974766) (← links)
• Convexity and smoothness of scale functions and de Finetti's control problem (Q975331) (← links)
• Solution to HJB equations with an elliptic integro-differential operator and gradient constraint (Q1670367) (← links)
• On the refracted-reflected spectrally negative Lévy processes (Q1683820) (← links)
• Spectrally negative Lévy risk model under Erlangized barrier strategy (Q1715797) (← links)
• A note on a Lévy insurance risk model under periodic dividend decisions (Q1716923) (← links)
• General drawdown based dividend control with fixed transaction costs for spectrally negative Lévy risk processes (Q2076351) (← links)
• Dividend and capital injection optimization with transaction cost for Lévy risk processes (Q2159454) (← links)
• On the dual risk model with diffusion under a mixed dividend strategy (Q2177679) (← links)
• Exact joint laws associated with spectrally negative Lévy processes and applications to insurance risk theory (Q2258121) (← links)
• On a spectrally negative Lévy risk process with periodic dividends and capital injections (Q2273741) (← links)
• Lévy risk model with two-sided jumps and a barrier dividend strategy (Q2427836) (← links)
• Old and New Examples of Scale Functions for Spectrally Negative Lévy Processes (Q2904873) (← links)
• Power identities for L\'evy risk models under taxation and capital injections (Q2921186) (← links)
• General tax Structures and the Lévy Insurance Risk Model (Q3402064) (← links)
• On the Parisian ruin of the dual Lévy risk model (Q4684916) (← links)
• General drawdown-based de Finetti optimization for spectrally negative Lévy risk processes (Q4684956) (← links)
• Fluctuation identities for Omega-killed spectrally negative Markov additive processes and dividend problem (Q5005018) (← links)
• Draw-down Parisian ruin for spectrally negative Lévy processes (Q5005045) (← links)
• Distributional Study of De Finetti's Dividend Problem for a General Lévy Insurance Risk Process (Q5443742) (← links)
• On optimality of barrier dividend control under endogenous regime switching with application to Chapter 11 bankruptcy (Q6183320) (← links)
• On de Finetti's optimal impulse dividend control problem under Chapter 11 bankruptcy (Q6184308) (← links)