Pages that link to "Item:Q5443742"

The following pages link to Distributional Study of De Finetti's Dividend Problem for a General Lévy Insurance Risk Process (Q5443742):

Displaying 45 items.

• On the optimal dividend problem for insurance risk models with surplus-dependent premiums (Q274118) (← links)
• Importance sampling approximations to various probabilities of ruin of spectrally negative Lévy risk processes (Q279859) (← links)
• Tail behaviour of the area under a random process, with applications to queueing systems, insurance and percolations (Q383194) (← links)
• Games of singular control and stopping driven by spectrally one-sided Lévy processes (Q468726) (← links)
• A note on moments of dividends (Q475678) (← links)
• Occupation times of refracted Lévy processes (Q482802) (← links)
• An optimal dividends problem with transaction costs for spectrally negative Lévy processes (Q659091) (← 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)
• Optimal payout policy in presence of downside risk (Q1014300) (← links)
• On the optimal dividend problem in the dual model with surplus-dependent premiums (Q1626507) (← links)
• Solution to HJB equations with an elliptic integro-differential operator and gradient constraint (Q1670367) (← links)
• Complete discounted cash flow valuation (Q1681180) (← links)
• On the refracted-reflected spectrally negative Lévy processes (Q1683820) (← 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)
• Phase-type Fitting of scale functions for spectrally negative Lévy processes (Q2252259) (← 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)
• Optimal dividends with an affine penalty (Q2318336) (← links)
• Optimal dividend payments for a two-dimensional insurance risk process (Q2323675) (← links)
• A logarithmic efficient estimator of the probability of ruin with recuperation for spectrally negative Lévy risk processes (Q2344885) (← links)
• Optimal dividend policy when risk reserves follow a jump-diffusion process with a completely monotone jump density under Markov-regime switching (Q2415959) (← links)
• Lévy risk model with two-sided jumps and a barrier dividend strategy (Q2427836) (← links)
• Alternative approach to the optimality of the threshold strategy for spectrally negative Lévy processes (Q2439244) (← links)
• The Parisian and ultimate drawdowns of Lévy insurance models (Q2682983) (← links)
• Moments of the ruin time in a Lévy risk model (Q2684957) (← links)
• Old and New Examples of Scale Functions for Spectrally Negative Lévy Processes (Q2904873) (← links)
• AN ANALYTIC RECURSIVE METHOD FOR OPTIMAL MULTIPLE STOPPING: CANADIZATION AND PHASE-TYPE FITTING (Q2947345) (← links)
• Inventory Control for Spectrally Positive Lévy Demand Processes (Q2976149) (← links)
• De Finetti's Dividend Problem and Impulse Control for a Two-Dimensional Insurance Risk Process (Q3006673) (← links)
• General tax Structures and the Lévy Insurance Risk Model (Q3402064) (← links)
• SHAREHOLDER RISK MEASURES (Q4635029) (← links)
• A unified approach for drawdown (drawup) of time-homogeneous Markov processes (Q4684875) (← 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)
• On the Continuous and Smooth Fit Principle for Optimal Stopping Problems in Spectrally Negative Lévy Models (Q5415097) (← links)
• Distribution of the Present Value of Dividend Payments in a Lévy Risk Model (Q5443741) (← 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)