Pages that link to "Item:Q975331"

The following pages link to Convexity and smoothness of scale functions and de Finetti's control problem (Q975331):

Displaying 28 items.

• The Gapeev-Kühn stochastic game driven by a spectrally positive Lévy process (Q544519) (← 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)
• An optimal dividends problem with transaction costs for spectrally negative Lévy processes (Q659091) (← links)
• A note on scale functions and the time value of ruin for Lévy insurance risk processes (Q659186) (← links)
• De Finetti's optimal dividends problem with an affine penalty function at ruin (Q659188) (← links)
• Smoothness of scale functions for spectrally negative Lévy processes (Q718902) (← links)
• Optimality of the barrier strategy in de Finetti's dividend problem for spectrally negative Lévy processes: an alternative approach (Q732157) (← links)
• Refracted Lévy processes (Q974766) (← links)
• A time of ruin constrained optimal dividend problem for spectrally one-sided Lévy processes (Q1742706) (← links)
• Optimal dividend policies with transaction costs for a class of jump-diffusion processes (Q1936828) (← links)
• Optimal dividend problem with a terminal value for spectrally positive Lévy processes (Q2015644) (← links)
• Dividend and capital injection optimization with transaction cost for Lévy risk processes (Q2159454) (← links)
• Optimality of impulse control problem in refracted Lévy model with Parisian ruin and transaction costs (Q2188956) (← links)
• Periodic dividends and capital injections for a spectrally negative Lévy risk process under absolute ruin (Q2221520) (← links)
• Exact joint laws associated with spectrally negative Lévy processes and applications to insurance risk theory (Q2258121) (← links)
• Optimal threshold strategies with capital injections in a spectrally negative Lévy risk model (Q2313748) (← links)
• Asymptotic behavior of local times of compound Poisson processes with drift in the infinite variance case (Q2346972) (← links)
• On Gerber-Shiu functions and optimal dividend distribution for a Lévy risk process in the presence of a penalty function (Q2354887) (← links)
• A note on the convexity of ruin probabilities (Q2397848) (← 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)
• Old and New Examples of Scale Functions for Spectrally Negative Lévy Processes (Q2904873) (← links)
• Optimality of refraction strategies for a constrained dividend problem (Q5203951) (← links)
• On <i>q</i>-scale functions of spectrally negative Lévy processes (Q6043460) (← links)
• On optimality of barrier dividend control under endogenous regime switching with application to Chapter 11 bankruptcy (Q6183320) (← links)
• A note on the optimal dividends problem with transaction costs in a spectrally negative Lévy model with Parisian ruin (Q6192584) (← links)
• Optimality of Threshold Strategies for Spectrally Negative Lévy Processes and a Positive Terminal Value at Creeping Ruin (Q6640251) (← links)