On optimal dividends: from reflection to refraction
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Cites work
- scientific article; zbMATH DE number 2172354 (Why is no real title available?)
- scientific article; zbMATH DE number 3240796 (Why is no real title available?)
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Cited in
(50)- Optimal Dividend Distribution Under Drawdown and Ratcheting Constraints on Dividend Rates
- On optimal joint reflective and refractive dividend strategies in spectrally positive Lévy models
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- On dividend strategies with non-exponential discounting
- The Gerber-Shiu expected discounted penalty function for risk processes with interest and a constant dividend barrier
- Numerical solutions of optimal risk control and dividend optimization policies under a generalized singular control formulation
- Dividend payments with a threshold strategy in the compound Poisson risk model perturbed by diffusion
- A Lévy risk model with ratcheting dividend strategy and historic high-related stopping
- Refracted Lévy processes
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- On the merger of two companies
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- Lévy processes with adaptable exponent
- Optimal threshold strategies with capital injections in a spectrally negative Lévy risk model
- Pricing maturity guarantee under a refracted Brownian motion
- Modified trajectory fitting estimators for multi-regime threshold Ornstein-Uhlenbeck processes
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