The following pages link to Optimal dividends in the dual model (Q997089):
Displayed 29 items.
- Optimal dividend and capital injection problem in the dual model with proportional and fixed transaction costs (Q418074) (← links)
- On a dual model with barrier strategy (Q442880) (← links)
- Optimal financing and dividend control in the dual model (Q636479) (← links)
- On the total operating costs up to default in a renewal risk model (Q659143) (← links)
- Conditional law of risk processes given that ruin occurs (Q659222) (← links)
- On a class of stochastic models with two-sided jumps (Q660145) (← links)
- On the dual risk model with tax payments (Q931202) (← links)
- Optimal dividends with incomplete information in the dual model (Q974808) (← links)
- On differentiability of ruin functions under Markov-modulated models (Q1016634) (← links)
- On a dual model with a dividend threshold (Q1017775) (← links)
- The dividend function in the jump-diffusion dual model with barrier dividend strategy (Q1030290) (← links)
- Constant barrier strategies in a two-state Markov-modulated dual risk model (Q1942156) (← links)
- The ruin time under the Sparre Andersen dual model (Q2015470) (← links)
- Optimal dividends in the dual model under transaction costs (Q2015482) (← links)
- Optimal dividend problem with a terminal value for spectrally positive Lévy processes (Q2015644) (← links)
- Dividend problems in the dual risk model (Q2015662) (← links)
- Dividend problems in the dual model with diffusion and exponentially distributed observation time (Q2452891) (← links)
- Optimizing venture capital investments in a jump diffusion model (Q2482689) (← links)
- A Markov Additive Risk Process with a Dividend Barrier (Q2837755) (← links)
- Stochastic Dynamics for Passage Times and Diffusion Approximations for Finite Capacity Storage Models with Different Kinds of Barriers (Q2844027) (← links)
- A unifying approach to the analysis of business with random gains (Q2866303) (← links)
- A Direct Approach to a First-Passage Problem with Applications in Risk Theory (Q3094228) (← links)
- Total duration of negative surplus for the dual model (Q3552655) (← links)
- On the Upcrossing and Downcrossing Probabilities of a Dual Risk Model With Phase-Type Gains (Q3569716) (← links)
- The Compound Poisson Risk Model with Interest and a Threshold Strategy (Q3643185) (← links)
- On the expectation of total discounted operating costs up to default and its applications (Q5320662) (← links)
- ON OPTIMAL DIVIDENDS IN THE DUAL MODEL (Q5398355) (← links)
- The Discounted Moments of the Surplus After the Last Innovation Before Ruin Under the Dual Risk Model (Q5413856) (← links)
- Optimal dividend strategies in a dual model with capital injections (Q5962151) (← links)