Optimal dividends in the dual model

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Cites work

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scientific article; zbMATH DE number 3333061 (Why is no real title available?)
Fitting combinations of exponentials to probability distributions
Games of Economic Survival with Discrete- and Continuous-Income Processes
Optimal Dividends
Spectrally negative Lévy processes with applications in risk theory

Cited in

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Optimal financing and dividend control in the dual model
A Markov additive risk process with a dividend barrier
On optimal dividend strategies in the compound Poisson model
Equilibrium dividend strategy with non-exponential discounting in a dual model
Optimal dividend strategy for the dual model with surplus-dependent expense
Ruin probabilities for a Lévy-driven generalised Ornstein-Uhlenbeck process
Optimal dividend and capital injection problem in the dual model with proportional and fixed transaction costs
Optimal dividend and equity issuance in the perturbed dual model under a penalty for ruin
On the optimal dividend problem in the dual model with surplus-dependent premiums
In the insurance business risky investments are dangerous: the case of negative risk sums
On a dual model with a dividend threshold
The ruin time under the Sparre Andersen dual model
Optimal dividend-financing strategies in a dual risk model with time-inconsistent preferences
Optimal dividend strategies in a dual model with capital injections
Some Optimal Dividends Problems
“Recursive Calculation of the Dividend Moments in a Multi-Threshold Risk Model,” Andrei Badescu and David Landriault, January 2008
First passage time for compound Poisson processes with diffusion: ruin theoretical and financial applications
A Direct Approach to a First-Passage Problem with Applications in Risk Theory
On dividends in the phase-type dual risk model
Optimal dividends with incomplete information in the dual model
Optimal dividend and capital injection strategy with a penalty payment at ruin: restricted dividend payments
The dividend function in the jump-diffusion dual model with barrier dividend strategy
The Compound Poisson Risk Model with Interest and a Threshold Strategy
Optimal dividend problems for a jump-diffusion model with capital injections and proportional transaction costs
On the expectation of total discounted operating costs up to default and its applications
On the optimality of periodic barrier strategies for a spectrally positive Lévy process
The optimal dividend problem in the dual model
On finite-time ruin probabilities in a generalized dual risk model with dependence
Duality in ruin problems for ordered risk models
Parisian ruin with a threshold dividend strategy under the dual Lévy risk model
Optimal dividends and capital injections for a spectrally positive Lévy process
Optimal periodic dividend and capital injection problem for spectrally positive Lévy processes
Optimal Dividends in the Dual Model with Diffusion
On a dual model with barrier strategy
Optimal dividends and capital injections in the dual model with diffusion
Optimality of multi-refraction control strategies in the dual model
Optimal periodic dividend strategies for spectrally positive Lévy risk processes with fixed transaction costs
ON THE OPTIMAL DIVIDEND PROBLEM FOR A SPECTRALLY POSITIVE LÉVY PROCESS
On the dual risk model with Parisian implementation delays in dividend payments
Queueing and risk models with dependencies
On optimal dividends in the dual model
Ruin-related problems in the dual risk model under two different randomized observations
Strategies for dividend distribution: a review
Optimal dividends and capital injections in the dual model with a random time horizon
On optimal periodic dividend strategies in the dual model with diffusion
Sensitivity analysis of some applied probability models
Conditional law of risk processes given that ruin occurs
On optimal dividends: from reflection to refraction
Ruin probabilities of a dual Markov-modulated risk model
On the total operating costs up to default in a renewal risk model
Total duration of negative surplus for the dual model
The perturbed dual risk model with constant interest and a threshold dividend strategy
On the Parisian ruin of the dual Lévy risk model
On a class of stochastic models with two-sided jumps
On differentiability of ruin functions under Markov-modulated models
Dividend problems in the dual risk model
Optimal dividend problem with a terminal value for spectrally positive Lévy processes
On optimal joint reflective and refractive dividend strategies in spectrally positive Lévy models
First exit times and diffusion approximations for storage models with Poisson inputs, Poisson outputs and deterministic release rule
Optimal dividend-equity issuance strategy in a dual model with fixed and proportional transaction costs
On a dual risk model perturbed by diffusion with dividend threshold
The optimal dividend barrier in the gamma-omega model
Asymptotic analysis and optimization of some insurance models
On the time value of Parisian ruin in (dual) renewal risk processes with exponential jumps
Optimal dividends in the dual model under transaction costs
A unifying approach to the analysis of business with random gains
On a Gerber-Shiu type function and its applications in a dual semi-Markovian risk model
Refraction-reflection strategies in the dual model
On the dual risk model with tax payments
Optimizing venture capital investments in a jump diffusion model
On the upcrossing and downcrossing probabilities of a dual risk model with phase-type gains
Periodic threshold-type dividend strategy in the compound Poisson risk model
The Discounted Moments of the Surplus After the Last Innovation Before Ruin Under the Dual Risk Model
On the dual risk model with Parisian implementation delays under a mixed dividend strategy
scientific article; zbMATH DE number 5030024 (Why is no real title available?)
Stochastic dynamics for passage times and diffusion approximations for finite capacity storage models with different kinds of barriers
Review of statistical actuarial risk modelling
Optimal dividend strategy under Parisian ruin with affine penalty
Application of advanced integrodifferential equations in insurance mathematics and process engineering
scientific article; zbMATH DE number 6873852 (Why is no real title available?)
Parisian ruin in the dual model with applications to the \(G/M/1\) queue
Some advances on the Erlang(\(n\)) dual risk model
Discrete-time insurance models
Optimal dividends with an affine penalty
Precommitted investment strategy versus time-consistent investment strategy for a dual risk model
Optimal expected utility of dividend payments with proportional reinsurance under VaR constraints and stochastic interest rate
Dividend problems in the dual model with diffusion and exponentially distributed observation time
scientific article; zbMATH DE number 6002488 (Why is no real title available?)
Asymptotic analysis for optimal dividends in a dual risk model
A dual risk model with additive and proportional gains: ruin probability and dividends
Risk-free investments and their comparison with simple risky strategies in pension insurance model: solving singular problems for integro-differential equations
Optimal periodic dividend strategies for spectrally negative Lévy processes with fixed transaction costs
Ruin probabilities for the phase-type dual model perturbed by diffusion
Ruin and dividend measures in the renewal dual risk model
Blockchain mining in pools: analyzing the trade-off between profitability and ruin
The dual risk model with dividends taken at arrival
An optimal dividend problem with capital injections over a finite horizon
Parisian ruin for the dual risk process in discrete-time
The moments of the discounted loss and the discounted dividends for a spectrally negative Lévy risk process
Stable dividends under linear-quadratic optimisation

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