Pages that link to "Item:Q938046"

The following pages link to Optimal dividend strategies for a risk process under force of interest (Q938046):

Displaying 32 items.

• Optimal control with restrictions for a diffusion risk model under constant interest force (Q253085) (← links)
• Classical and impulse control for the optimization of dividend and proportional reinsurance policies with regime switching (Q613607) (← links)
• Optimal dividend strategies in a Cramér-Lundberg model with capital injections and administration costs (Q635982) (← links)
• 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)
• Optimality of the barrier strategy in de Finetti's dividend problem for spectrally negative Lévy processes: an alternative approach (Q732157) (← links)
• Optimal dividend and capital injection strategy with a penalty payment at ruin: restricted dividend payments (Q784387) (← links)
• Optimality of barrier dividend strategy in a jump-diffusion risk model with debit interest (Q822631) (← links)
• Optimal dividend and investment problems under Sparre Andersen model (Q1704145) (← links)
• Complete monotonicity of the probability of ruin and de Finetti's dividend problem (Q1761396) (← links)
• Optimal dividend policies with transaction costs for a class of jump-diffusion processes (Q1936828) (← links)
• Optimal dividend-penalty strategies for insurance risk models with surplus-dependent premiums (Q2151095) (← links)
• Optimal dividend strategy under Parisian ruin with affine penalty (Q2157383) (← links)
• Optimal dividend of compound Poisson process under a stochastic interest rate (Q2244203) (← links)
• Dividend problem with Parisian delay for a spectrally negative Lévy risk process (Q2247926) (← links)
• Singular optimal dividend control for the regime-switching Cramér-Lundberg model with credit and debit interest (Q2252244) (← links)
• Optimal dividends with an affine penalty (Q2318336) (← links)
• On Gerber-Shiu functions and optimal dividend distribution for a Lévy risk process in the presence of a penalty function (Q2354887) (← links)
• Worst-case-optimal dynamic reinsurance for large claims (Q2391938) (← links)
• Alternative approach to the optimality of the threshold strategy for spectrally negative Lévy processes (Q2439244) (← links)
• Optimal dividend control for a generalized risk model with investment incomes and debit interest (Q2868603) (← links)
• Barrier present value maximization for a diffusion model of insurance surplus (Q4575383) (← links)
• Optimal dividend policies for piecewise-deterministic compound Poisson risk models (Q4576905) (← links)
• Parisian ruin probability with a lower ultimate bankrupt barrier (Q4576971) (← links)
• SHAREHOLDER RISK MEASURES (Q4635029) (← links)
• Optimal reinsurance and dividends with transaction costs and taxes under thinning structure (Q4990510) (← links)
• Strategies for Dividend Distribution: A Review (Q5029064) (← links)
• Optimal dividend strategy for the dual model with surplus-dependent expense (Q5875242) (← links)
• Optimal singular dividend control with capital injection and affine penalty payment at ruin (Q6163063) (← links)
• Optimal dividend-penalty policies for a piecewise-deterministic compound Poisson risk model with transaction costs (Q6536944) (← links)
• Optimal payout strategies when Bruno de Finetti meets model uncertainty (Q6543153) (← links)
• On dividends and Gerber-Shiu analysis with constant interest and a periodic-threshold mixed strategy (Q6623052) (← links)