The following pages link to Optimal Dividends (Q5715949):
Displayed 28 items.
- Optimal investment for insurer with jump-diffusion risk process (Q817297) (← links)
- The Gerber-Shiu expected discounted penalty function for risk processes with interest and a constant dividend barrier (Q865615) (← links)
- Dividend payments with a threshold strategy in the compound Poisson risk model perturbed by diffusion (Q882477) (← links)
- Methods for estimating the optimal dividend barrier and the probability of ruin (Q939357) (← links)
- Ruin theory for a Markov regime-switching model under a threshold dividend strategy (Q939367) (← 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)
- On a risk model with debit interest and dividend payments (Q951191) (← links)
- Stochastic optimization algorithms for barrier dividend strategies (Q953387) (← links)
- On optimality of the barrier strategy in de Finetti's dividend problem for spectrally negative Lévy processes (Q957513) (← links)
- Moments of the first passage time of one-dimensional diffusion with two-sided barriers (Q958974) (← links)
- Optimal dividends in the dual model (Q997089) (← links)
- On the optimal dividend problem for a spectrally negative Lévy process (Q2467114) (← links)
- Optimal proportional reinsurance for controlled risk process which is perturbed by diffusions (Q2468793) (← links)
- Optimizing venture capital investments in a jump diffusion model (Q2482689) (← links)
- Upper bounds for ultimate ruin probabilities in the Sparre Andersen risk model with interest and a nonlinear dividend barrier (Q2518954) (← links)
- The perturbed compound Poisson risk model with multi-layer dividend strategy (Q2518955) (← links)
- On optimal dividends: from reflection to refraction (Q2571216) (← links)
- On the distribution of dividend payments in a Sparre Andersen model with generalized Erlang(\(n\)) interclaim times (Q2581783) (← links)
- The distribution of the dividend payments in the compound poisson risk model perturbed by diffusion (Q3440846) (← links)
- The expectation of aggregate discounted dividends for a Sparre Anderson risk process perturbed by diffusion (Q3505192) (← links)
- A Lévy Insurance Risk Process with Tax (Q3516409) (← links)
- Optimal expected exponential utility of dividend payments in a Brownian risk model (Q3608218) (← links)
- Optimal dividend payments until ruin of diffusion processes when payments are subject to both fixed and proportional costs (Q5426464) (← links)
- Distribution of the Present Value of Dividend Payments in a Lévy Risk Model (Q5443741) (← links)
- On the distribution of dividend payments and the discounted penalty function in a risk model with linear dividend barrier (Q5467652) (← links)
- “Pricing Lookback Options and Dynamic Guarantees,” Hans U. Gerber and Elias S. W. Shiu, January 2003 (Q5715939) (← links)
- Optimal Investment for an Insurer to Minimize Its Probability of Ruin (Q5715959) (← links)