scientific article; zbMATH DE number 3307211

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Band strategies: The random walk of reserves
On dividends and Gerber-Shiu analysis with constant interest and a periodic-threshold mixed strategy
Optimal dividend strategy under Parisian ruin with affine penalty
On optimality of barrier dividend control under endogenous regime switching with application to Chapter 11 bankruptcy
On de Finetti's optimal impulse dividend control problem under Chapter 11 bankruptcy
Optimal dividend-distribution strategy under ambiguity aversion
Optimal payout strategies when Bruno de Finetti meets model uncertainty
Optimal ratcheting of dividends in insurance
Discounted dividends in a strategy with a step barrier function
Optimal periodic dividend strategies for spectrally negative Lévy processes with fixed transaction costs
A scale function based approach for solving integral-differential equations in insurance risk models
A two-dimensional dividend problem for collaborating companies and an optimal stopping problem
Optimal ratcheting of dividend payout under Brownian motion surplus
Optimal singular dividend control with capital injection and affine penalty payment at ruin
Measuring the suboptimality of dividend controls in a Brownian risk model
Optimal dividends under a drawdown constraint and a curious square-root rule
Dividend and capital injection optimization with transaction cost for Lévy risk processes
Approximating the classical risk process by stable Lévy motion
Premium control with reinforcement learning
Optimal dividend bands revisited: a gradient-based method and evolutionary algorithms
Discrete dividend payments in continuous time
Optimal dividend and capital injection strategies in common shock dependence model with time-inconsistent preferences
Lévy risk model with two-sided jumps and a barrier dividend strategy
General drawdown-based de Finetti optimization for spectrally negative Lévy risk processes
Optimal dividend strategies of two collaborating businesses in the diffusion approximation model
Optimal dividend strategies in a Cramér-Lundberg model with capital injections
Optimal control of risk exposure, reinsurance and investments for insurance portfolios
Equilibrium dividend strategy with non-exponential discounting in a dual model
Optimality of the threshold dividend strategy for the compound Poisson model
A risk model with multilayer dividend strategy
A multidimensional problem of optimal dividends with irreversible switching: a convergent numerical scheme
On optimality of the barrier strategy for a general Lévy risk process
Worst-case-optimal dynamic reinsurance for large claims
Optimality of the barrier strategy in de Finetti's dividend problem for spectrally negative Lévy processes: an alternative approach
Optimizing dividends and capital injections limited by bankruptcy, and practical approximations for the Cramér-Lundberg process
Stochastic optimal control of risk processes with Lipschitz payoff functions
On optimal dividends with exponential and linear penalty payments
Dividends: from refracting to ratcheting
Optimal dividend policies for compound Poisson processes: the case of bounded dividend rates
Optimal dividend payment and regime switching in a compound Poisson risk model
Dividends with tax and capital injection in a spectrally negative Lévy risk model
A free boundary problem arising from a stochastic optimal control model under controllable risk
Optimal choice of dividend barriers for a risk process with stochastic return on investments
Optimal dividend and capital injection strategy with a penalty payment at ruin: restricted dividend payments
Optimal dividend strategies for two collaborating insurance companies
Optimality of barrier dividend strategy in a jump-diffusion risk model with debit interest
Optimal control of capital injections by reinsurance in a diffusion approximation
Convexity and smoothness of scale functions and de Finetti's control problem
Dividend problem with Parisian delay for a spectrally negative Lévy risk process
Optimal Ratcheting of Dividends in a Brownian Risk Model
Optimal dividend payout under compound Poisson income
Dividend maximization under consideration of the time value of ruin
Optimal dividend strategies for a risk process under force of interest
An Optimal Dividends Problem with a Terminal Value for Spectrally Negative Lévy Processes with a Completely Monotone Jump Density
TheW,Zscale functions kit for first passage problems of spectrally negative Lévy processes, and applications to control problems
Distributional Study of De Finetti's Dividend Problem for a General Lévy Insurance Risk Process
Optimal dividend-penalty strategies for insurance risk models with surplus-dependent premiums
The moments of the discounted loss and the discounted dividends for a spectrally negative Lévy risk process
Optimal dividends under Markov-modulated bankruptcy level
On optimality of the barrier strategy in de Finetti's dividend problem for spectrally negative Lévy processes
Optimal investment for insurer with jump-diffusion risk process
Optimal dividend strategies with time-inconsistent preferences
Strategies for dividend distribution: a review
Optimal dividend payments for a two-dimensional insurance risk process
The compound Poisson risk model with a threshold dividend strategy
On optimal dividends with penalty payments in the Cramér-Lundberg model
Optimal dividend problem: asymptotic analysis
Dividend-reinsurance strategy in the Sparre Andersen model
The policy iteration algorithm for a compound Poisson process applied to optimal dividend strategies under a Cramér-Lundberg risk model
Optimal dividend strategies in a Cramér-Lundberg model with capital injections and administration costs
On Gerber-Shiu functions and optimal dividend distribution for a Lévy risk process in the presence of a penalty function
On a dividend problem with random funding
Optimal dividend and proportional reinsurance strategy under standard deviation premium principle
On optimal joint reflective and refractive dividend strategies in spectrally positive Lévy models
Optimal dividend policies with transaction costs for a class of jump-diffusion processes
Optimal dividend strategies with time-inconsistent preferences and transaction costs in the Cramér-Lundberg model
Optimal dividends in the Brownian motion risk model with interest
Optimal investment policy and dividend payment strategy in an insurance company
Analysis of risk models using a level crossing technique
Solution to HJB equations with an elliptic integro-differential operator and gradient constraint
The classical risk model with a constant dividend barrier: analysis of the Gerber-Shiu discounted penalty function.
Optimal dividend and investment problems under Sparre Andersen model
On optimality of the barrier strategy for the classical risk model with interest
Risk theory with affine dividend payment strategies
An optimal dividends problem with transaction costs for spectrally negative Lévy processes

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