Pages that link to "Item:Q659188"
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The following pages link to De Finetti's optimal dividends problem with an affine penalty function at ruin (Q659188):
Displayed 25 items.
- On the optimal dividend problem for insurance risk models with surplus-dependent premiums (Q274118) (← links)
- Dividends and reinsurance under a penalty for ruin (Q414614) (← links)
- Optimal dividend strategies in a delayed claim risk model with dividends discounted by stochastic interest rates (Q494698) (← links)
- Smoothness of scale functions for spectrally negative Lévy processes (Q718902) (← links)
- Occupation times of spectrally negative Lévy processes with applications (Q719777) (← links)
- Optimality of multi-refraction control strategies in the dual model (Q1622523) (← links)
- On the optimal dividend problem in the dual model with surplus-dependent premiums (Q1626507) (← links)
- Complete discounted cash flow valuation (Q1681180) (← links)
- A time of ruin constrained optimal dividend problem for spectrally one-sided Lévy processes (Q1742706) (← links)
- Parisian ruin probability for spectrally negative Lévy processes (Q1952435) (← links)
- Optimal dividend problem with a terminal value for spectrally positive Lévy processes (Q2015644) (← links)
- Dividend problem with Parisian delay for a spectrally negative Lévy risk process (Q2247926) (← links)
- On Gerber-Shiu functions and optimal dividend distribution for a Lévy risk process in the presence of a penalty function (Q2354887) (← links)
- Parisian quasi-stationary distributions for asymmetric Lévy processes (Q2406780) (← 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)
- A Markov decision problem in a risk model with interest rate and Markovian environment (Q2629544) (← links)
- De Finetti's Dividend Problem and Impulse Control for a Two-Dimensional Insurance Risk Process (Q3006673) (← links)
- Optimal dividend-payout in random discrete time (Q3104433) (← links)
- The Optimal Dividend Problem in the Dual Model (Q3191821) (← links)
- Lévy insurance risk process with Poissonian taxation (Q4575450) (← links)
- Risk Theory with Affine Dividend Payment Strategies (Q4581318) (← links)
- A note on optimal expected utility of dividend payments with proportional reinsurance (Q4583594) (← links)
- On fluctuation theory for spectrally negative Lévy processes with Parisian reflection below, and applications (Q4606857) (← links)
- General drawdown-based de Finetti optimization for spectrally negative Lévy risk processes (Q4684956) (← links)