Optimal Dividends in the Dual Model with Diffusion

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Cites work

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OPTIMAL REINSURANCE AND DIVIDEND DISTRIBUTION POLICIES IN THE CRAMER-LUNDBERG MODEL
Optimizing venture capital investments in a jump diffusion model

Cited in

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On a dual model with a dividend threshold
The dividend function in the jump-diffusion dual model with barrier dividend strategy
Optimality of multi-refraction control strategies in the dual model
On the optimal dividend problem in the dual model with surplus-dependent premiums
On the optimality of periodic barrier strategies for a spectrally positive Lévy process
Constant barrier strategies in a two-state Markov-modulated dual risk model
Viscosity solution and impulse control of the diffusion model with reinsurance and fixed transaction costs
Optimal dividends in the dual model under transaction costs
Valuing equity-linked death benefits in jump diffusion models
Optimal dividend problem with a terminal value for spectrally positive Lévy processes
Dividend problems in the dual risk model
Optimal dividend strategy under Parisian ruin with affine penalty
On the dual risk model with diffusion under a mixed dividend strategy
On a multi-threshold compound Poisson process perturbed by diffusion
Parisian ruin with a threshold dividend strategy under the dual Lévy risk model
Optimal dividends with an affine penalty
The perturbed dual risk model with constant interest and a threshold dividend strategy
Precommitted investment strategy versus time-consistent investment strategy for a dual risk model
Dividend problems with a barrier strategy in the dual risk model until bankruptcy
Optimal dividend problems for a jump-diffusion model with capital injections and proportional transaction costs
Optimal dividend-equity issuance strategy in a dual model with fixed and proportional transaction costs
Optimal dividends and capital injections for a spectrally positive Lévy process
Optimal periodic dividend and capital injection problem for spectrally positive Lévy processes
Ruin probability in the dual risk model with two revenue streams
Dividend problems in the dual model with diffusion and exponentially distributed observation time
Dividend optimisation: a behaviouristic approach
Equilibrium periodic dividend strategies with non-exponential discounting for spectrally positive Lévy processes
On the optimal dividend problem for insurance risk models with surplus-dependent premiums
Optimal dividend and equity issuance in the perturbed dual model under a penalty for ruin
Optimal dividend-financing strategies in a dual risk model with time-inconsistent preferences
A Markov additive risk process with a dividend barrier
A unifying approach to the analysis of business with random gains
Optimal control problem for an insurance surplus model with debt liability
Optimal dividends and capital injections in the dual model with diffusion
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The optimal dividend problem in the dual model
On a dual risk model perturbed by diffusion with dividend threshold
The moments of the discounted loss and the discounted dividends for a spectrally negative Lévy risk process
On the upcrossing and downcrossing probabilities of a dual risk model with phase-type gains
On a dual model with barrier strategy
A Diffusion Model for Optimal Dividend Distribution for a Company with Constraints on Risk Control
Some advances on the Erlang(\(n\)) dual risk model
Refraction-reflection strategies in the dual model
First passage time for compound Poisson processes with diffusion: ruin theoretical and financial applications
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On the Parisian ruin of the dual Lévy risk model
Optimal dividend strategy in compound binomial model with bounded dividend rates
Review of statistical actuarial risk modelling
Optimal Dividends In An Ornstein-Uhlenbeck Type Model With Credit And Debit Interest
Strategies for dividend distribution: a review
Asymptotic analysis for optimal dividends in a dual risk model
Ruin probabilities for the phase-type dual model perturbed by diffusion
A perturbation approach to optimal investment, liability ratio, and dividend strategies
ON THE OPTIMAL DIVIDEND PROBLEM FOR A SPECTRALLY POSITIVE LÉVY PROCESS
Optimal dividend strategy with transaction costs for an upward jump model
On optimal dividends in the dual model
The Discounted Moments of the Surplus After the Last Innovation Before Ruin Under the Dual Risk Model
Optimal dividend strategy for the dual model with surplus-dependent expense
The dual risk model under a mixed ratcheting and periodic dividend strategy
On the evaluation of ruin probabilities in a generalized dual binomial risk model using Markov property
Dividend payments under the risk model with stochastic premium and constant interest
A dual risk model with additive and proportional gains: ruin probability and dividends
On dual risk models with proportional gains and dependencies
Periodic threshold-type dividends for a perturbed dual risk model with a random time horizon
Optimal dividend control with transaction costs under exponential Parisian ruin for a refracted Lévy risk model
On optimal periodic dividend strategies in the dual model with diffusion
Optimality of hybrid continuous and periodic barrier strategies in the dual model
Optimal dividend and capital injection strategy with a penalty payment at ruin: restricted dividend payments
Optimal dividends and capital injections in the dual model with a random time horizon
Optimal dividends with incomplete information in the dual model
Optimal dividends in the dual model

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