Pages that link to "Item:Q732157"

The following pages link to Optimality of the barrier strategy in de Finetti's dividend problem for spectrally negative Lévy processes: an alternative approach (Q732157):

Displaying 10 items.

• On optimality of the barrier strategy for a general Lévy risk process (Q636448) (← links)
• Optimality of the threshold dividend strategy for the compound Poisson model (Q645431) (← links)
• De Finetti's optimal dividends problem with an affine penalty function at ruin (Q659188) (← links)
• Estimating the Gerber-Shiu function in a Lévy risk model by Laguerre series expansion (Q1624625) (← links)
• On optimal periodic dividend strategies for Lévy risk processes (Q1641138) (← links)
• Stochastic optimal control of investment and dividend payment model under debt control with time-inconsistency (Q1721442) (← links)
• Estimating the Gerber-Shiu expected discounted penalty function for Lévy risk model (Q2296488) (← links)
• Alternative approach to the optimality of the threshold strategy for spectrally negative Lévy processes (Q2439244) (← links)
• On the complete monotonicity of the compound geometric convolution with applications in risk theory (Q4576842) (← links)
• A Lévy risk model with ratcheting and barrier dividend strategies (Q6112832) (← links)