Pages that link to "Item:Q743162"
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The following pages link to On optimal periodic dividend strategies in the dual model with diffusion (Q743162):
Displayed 34 items.
- Optimal dividend-financing strategies in a dual risk model with time-inconsistent preferences (Q282263) (← links)
- Optimality of hybrid continuous and periodic barrier strategies in the dual model (Q781548) (← links)
- On optimal periodic dividend strategies for Lévy risk processes (Q1641138) (← links)
- American options under periodic exercise opportunities (Q1650302) (← links)
- On the optimality of periodic barrier strategies for a spectrally positive Lévy process (Q1681080) (← links)
- Spectrally negative Lévy risk model under Erlangized barrier strategy (Q1715797) (← links)
- Optimal dividends under Erlang(2) inter-dividend decision times (Q1742724) (← links)
- On the improved thinning risk model under a periodic dividend barrier strategy (Q2142913) (← links)
- On the dual risk model with diffusion under a mixed dividend strategy (Q2177679) (← links)
- On a perturbed compound Poisson risk model under a periodic threshold-type dividend strategy (Q2190324) (← links)
- The Leland-Toft optimal capital structure model under Poisson observations (Q2211349) (← links)
- Periodic dividends and capital injections for a spectrally negative Lévy risk process under absolute ruin (Q2221520) (← links)
- On the optimality of joint periodic and extraordinary dividend strategies (Q2242408) (← links)
- On a spectrally negative Lévy risk process with periodic dividends and capital injections (Q2273741) (← links)
- Optimal dividend problems for a jump-diffusion model with capital injections and proportional transaction costs (Q2351282) (← links)
- Optimal periodic dividend and capital injection problem for spectrally positive Lévy processes (Q2397860) (← links)
- On the expected discounted dividends in the Cramér-Lundberg risk model with more frequent ruin monitoring than dividend decisions (Q2514612) (← links)
- A Markov decision problem in a risk model with interest rate and Markovian environment (Q2629544) (← links)
- Equilibrium periodic dividend strategies with non-exponential discounting for spectrally positive Lévy processes (Q2666682) (← links)
- On the bailout dividend problem with periodic dividend payments for spectrally negative Markov additive processes (Q2695946) (← links)
- Diffusion approximations for insurance risk processes (Q2803403) (← links)
- Periodic threshold-type dividend strategy in the compound Poisson risk model (Q4562058) (← links)
- ON THE INTERFACE BETWEEN OPTIMAL PERIODIC AND CONTINUOUS DIVIDEND STRATEGIES IN THE PRESENCE OF TRANSACTION COSTS (Q4563782) (← links)
- REFRACTION–REFLECTION STRATEGIES IN THE DUAL MODEL (Q4563792) (← links)
- Lévy insurance risk process with Poissonian taxation (Q4575450) (← links)
- On optimal periodic dividend and capital injection strategies for spectrally negative Lévy models (Q4611286) (← links)
- On the Parisian ruin of the dual Lévy risk model (Q4684916) (← links)
- A dividend optimization problem with constraint of survival probability in a Markovian environment model (Q5078564) (← links)
- A perturbed risk model with constant interest and periodic barrier dividend strategy (Q5082714) (← links)
- Optimal Periodic Replenishment Policies for Spectrally Positive Lévy Demand Processes (Q5136747) (← links)
- Effects of Positive Jumps of Assets on Endogenous Bankruptcy and Optimal Capital Structure: Continuous- and Periodic-Observation Models (Q5162845) (← links)
- An Optimal Control Problem in a Risk Model with Stochastic Premiums and Periodic Dividend Payments (Q5348801) (← links)
- ON THE COMPOUND POISSON RISK MODEL WITH PERIODIC CAPITAL INJECTIONS (Q5745200) (← links)
- On the dual risk model with Parisian implementation delays under a mixed dividend strategy (Q6163062) (← links)