Pages that link to "Item:Q997096"

The following pages link to Dividend maximization under consideration of the time value of ruin (Q997096):

Displaying 38 items.

• Dividends and reinsurance under a penalty for ruin (Q414614) (← links)
• The optimal policy for insurance company under consideration of internal competition and the time value of ruin (Q477513) (← links)
• Optimal dividend strategies in a delayed claim risk model with dividends discounted by stochastic interest rates (Q494698) (← links)
• Optimal dividend strategies in the diffusion model with stochastic return on investments (Q545419) (← links)
• On optimal control of capital injections by reinsurance and investments (Q621769) (← links)
• Optimal dividend strategies in a Cramér-Lundberg model with capital injections and administration costs (Q635982) (← links)
• De Finetti's optimal dividends problem with an affine penalty function at ruin (Q659188) (← links)
• Optimal dividend and capital injection strategy with a penalty payment at ruin: restricted dividend payments (Q784387) (← links)
• Optimal implementation delay of taxation with trade-off for spectrally negative Lévy risk processes (Q825305) (← links)
• Optimal dividend payments under a time of ruin constraint: exponential claims (Q896757) (← links)
• On a risk model with debit interest and dividend payments (Q951191) (← links)
• A time of ruin constrained optimal dividend problem for spectrally one-sided Lévy processes (Q1742706) (← links)
• Optimal risk control and dividend distribution policies for a diffusion model with terminal value (Q1931091) (← links)
• Optimal dividends and ALM under unhedgeable risk (Q2015618) (← links)
• Optimal dividend problem with a terminal value for spectrally positive Lévy processes (Q2015644) (← links)
• A multidimensional problem of optimal dividends with irreversible switching: a convergent numerical scheme (Q2041014) (← links)
• General drawdown based dividend control with fixed transaction costs for spectrally negative Lévy risk processes (Q2076351) (← 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)
• Dividend and capital injection optimization with transaction cost for Lévy risk processes (Q2159454) (← links)
• Optimal expected utility of dividend payments with proportional reinsurance under VaR constraints and stochastic interest rate (Q2198915) (← links)
• Stochastic optimal control of risk processes with Lipschitz payoff functions (Q2263350) (← links)
• Optimal dividends with an affine penalty (Q2318336) (← links)
• Optimal dividend payments for a two-dimensional insurance risk process (Q2323675) (← links)
• On Gerber-Shiu functions and optimal dividend distribution for a Lévy risk process in the presence of a penalty function (Q2354887) (← links)
• Optimal dividend and capital injection strategy with fixed costs and restricted dividend rate for a dual model (Q2438431) (← links)
• A Markov decision problem in a risk model with interest rate and Markovian environment (Q2629544) (← links)
• Moments of the ruin time in a Lévy risk model (Q2684957) (← links)
• Tax optimization with a terminal value for the Lévy risk processes (Q2691498) (← links)
• Optimal dividend and equity issuance in the perturbed dual model under a penalty for ruin (Q2807687) (← links)
• A diffusion model for optimal dividend payment and risk control for a firm under consideration of the time value of ruin (Q3017397) (← links)
• General drawdown-based de Finetti optimization for spectrally negative Lévy risk processes (Q4684956) (← links)
• Optimality of refraction strategies for a constrained dividend problem (Q5203951) (← links)
• Optimal dividend strategies for two collaborating insurance companies (Q5233179) (← links)
• A Lévy risk model with ratcheting and barrier dividend strategies (Q6112832) (← links)
• Optimal singular dividend control with capital injection and affine penalty payment at ruin (Q6163063) (← links)
• Equilibrium dividend strategies in the dual model with a random time horizon (Q6192312) (← links)
• Measuring the suboptimality of dividend controls in a Brownian risk model (Q6198074) (← links)