Pages that link to "Item:Q659188"
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The following pages link to De Finetti's optimal dividends problem with an affine penalty function at ruin (Q659188):
Displayed 8 items.
- Dividends and reinsurance under a penalty for ruin (Q414614) (← links)
- Smoothness of scale functions for spectrally negative Lévy processes (Q718902) (← links)
- Occupation times of spectrally negative Lévy processes with applications (Q719777) (← links)
- Parisian ruin probability for spectrally negative Lévy processes (Q1952435) (← 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)
- De Finetti's Dividend Problem and Impulse Control for a Two-Dimensional Insurance Risk Process (Q3006673) (← links)
- Optimal dividend-payout in random discrete time (Q3104433) (← links)