Optimal periodic dividend and capital injection problem for spectrally positive Lévy processes
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Cited in
(43)- Equilibrium dividend strategies for spectrally negative Lévy processes with time value of ruin and random time horizon
- General drawdown-based de Finetti optimization for spectrally negative Lévy risk processes
- Central limit theorem and convergence rates for a supercritical branching process with immigration in a random environment
- On optimal periodic dividend and capital injection strategies for spectrally negative Lévy models
- General drawdown based dividend control with fixed transaction costs for spectrally negative Lévy risk processes
- Pareto-optimal reinsurance revisited: a two-stage optimisation procedure approach
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- Finite-time expected present value of operating costs until ruin in a Cox risk model with periodic observation
- Optimal periodic dividend strategies for spectrally negative Lévy processes with fixed transaction costs
- Optimal dividends and capital injections for a spectrally positive Lévy process
- Iterative parameter identification algorithms for the generalized time‐varying system with a measurable disturbance vector
- An Optimal Dividends Problem with a Terminal Value for Spectrally Negative Lévy Processes with a Completely Monotone Jump Density
- Optimal periodic dividend strategies for spectrally positive Lévy risk processes with fixed transaction costs
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- Spectrally negative Lévy risk model under Erlangized barrier strategy
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- Optimal threshold strategies with capital injections in a spectrally negative Lévy risk model
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- Optimal dividend problem with a terminal value for spectrally positive Lévy processes
- Dividend and capital injection optimization with transaction cost for Lévy risk processes
- Lévy bandits under Poissonian decision times
- Optimal dividends and capital injection: a general Lévy model with extensions to regime-switching models
- Optimal investment-reinsurance strategies with state dependent risk aversion and VaR constraints in correlated markets
- Equilibrium dividend strategies in the dual model with a random time horizon
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