Pages that link to "Item:Q1641138"
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The following pages link to On optimal periodic dividend strategies for Lévy risk processes (Q1641138):
Displayed 18 items.
- Optimal periodic dividend strategies for spectrally positive Lévy risk processes with fixed transaction costs (Q784453) (← links)
- Spectrally negative Lévy risk model under Erlangized barrier strategy (Q1715797) (← links)
- On the improved thinning risk model under a periodic dividend barrier strategy (Q2142913) (← links)
- Randomized observation periods for compound Poisson risk model with capital injection and barrier dividend (Q2166946) (← links)
- On the dual risk model with diffusion under a mixed dividend strategy (Q2177679) (← 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)
- On optimal periodic dividend and capital injection strategies for spectrally negative Lévy models (Q4611286) (← links)
- Optimal periodic dividend strategies for spectrally negative Lévy processes with fixed transaction costs (Q5014491) (← links)
- A dividend optimization problem with constraint of survival probability in a Markovian environment model (Q5078564) (← links)
- The<i>W</i>,<i>Z</i>scale functions kit for first passage problems of spectrally negative Lévy processes, and applications to control problems (Q5135954) (← 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)
- Optimality of refraction strategies for a constrained dividend problem (Q5203951) (← links)
- Double continuation regions for American options under Poisson exercise opportunities (Q6054363) (← links)
- Finite-time expected present value of operating costs until ruin in a Cox risk model with periodic observation (Q6106004) (← links)