scientific article; zbMATH DE number 6613337

MaRDI QIDQ2990974zbMATHFDO

Authors Na Zhang, Xiulian Wang

Publication date 10 August 2016

zbMATH Keywords

expected discounted dividendsoptimal dividend barrierOrnstein-Uhlenbeck type model

Mathematics Subject Classification ID

Recommendations

• Optimal dividend strategy in a jump-diffusion model with a linear barrier constraint
• Approximations of the optimal dividends barrier in the classical risk models
• Optimal choice of dividend barriers for a risk process with stochastic return on investments
• The optimal dividend barrier in the gamma-omega model
• Optimal Dividends In An Ornstein-Uhlenbeck Type Model With Credit And Debit Interest
• Optimality of barrier dividend strategy in a jump-diffusion risk model with debit interest
• The Ornstein-Uhlenbeck-type model with a hybrid dividend strategy
• The optimal dividend barrier in the perturbed compound Poisson risk model with randomized observation time
• Optimal Dividends in the Dual Model with Diffusion

Cited in

(4)

• scientific article; zbMATH DE number 5717345 (Why is no real title available?)
• Stochastic optimization algorithms for barrier dividend strategies
• Optimal Dividends In An Ornstein-Uhlenbeck Type Model With Credit And Debit Interest
• The Ornstein-Uhlenbeck-type model with a hybrid dividend strategy

This page was built for publication:

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2990974)