Some Optimal Dividends Problems
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(only showing first 100 items - show all)- The distribution of total dividend payments in a Sparre Andersen model
- The dividend function in the jump-diffusion dual model with barrier dividend strategy
- On optimal dividend payments and related problems
- Optimal choice of dividend barriers for a risk process with stochastic return on investments
- Optimal dividend payouts for diffusions with solvency constraints
- Optimal dividend and capital injection strategies in the Cramér-Lundberg risk model
- The dividend problem with a finite horizon
- Spectrally negative Lévy risk model under Erlangized barrier strategy
- A note on a Lévy insurance risk model under periodic dividend decisions
- A threshold-based risk process with a waiting period to pay dividends
- The Gerber-Shiu discounted penalty function of sparre Andersen risk model with a constant dividend barrier
- The Gerber-Shiu expected penalty function for the risk model with dependence and a constant dividend barrier
- Maximizing a robust goal-reaching probability with penalization on ambiguity
- The compound binomial model with a constant dividend barrier and periodically paid dividends
- The impact of negative interest rates on optimal capital injections
- Dividend-reinsurance strategy in the Sparre Andersen model
- The phase-type risk model perturbed by diffusion under a threshold dividend strategy
- A Markov-modulated jump-diffusion risk model with randomized observation periods and threshold dividend strategy
- Dividend problems in the dual risk model
- A multidimensional problem of optimal dividends with irreversible switching: a convergent numerical scheme
- General drawdown based dividend control with fixed transaction costs for spectrally negative Lévy risk processes
- On a doubly reflected risk process with running maximum dependent reflecting barriers
- Optimal dividend-penalty strategies for insurance risk models with surplus-dependent premiums
- Optimal capital injections and dividends with tax in a risk model in discrete time
- Optimal equilibrium barrier strategies for time-inconsistent dividend problems in discrete time
- A drawdown reflected spectrally negative Lévy process
- Discrete-time model of company capital dynamics with investment of a certain part of surplus in a non-risky asset for a fixed period
- On the expected discounted penalty function and optimal dividend strategy for a risk model with random incomes and interclaim-dependent claim sizes
- Stochastic optimal control of risk processes with Lipschitz payoff functions
- On a risk model with surplus-dependent premium and tax rates
- Optimal reinsurance via Dirac-Feynman approach
- On a dividend problem with random funding
- Harvesting of interacting stochastic populations
- Optimal dividends with an affine penalty
- Dividends under threshold dividend strategy with randomized observation periods and capital-exchange agreement
- On Gerber-Shiu functions and optimal dividend distribution for a Lévy risk process in the presence of a penalty function
- Risk diversifying treaty between two companies with only one in insurance business
- On a class of dependent Sparre Andersen risk models and a bailout application
- Lundberg's risk process with tax
- On a mean reverting dividend strategy with Brownian motion
- Minimal cost of a Brownian risk without ruin
- The maximum surplus before ruin in an Erlang\((n)\) risk process and related problems
- The compound Poisson risk model with a threshold dividend strategy
- Expected discounted dividends in a discrete semi-Markov risk model
- Dividend optimization under the gamma-distribution of claims
- Upper and lower bounds for dividends in the discrete model
- On the expected discounted dividends in the Cramér-Lundberg risk model with more frequent ruin monitoring than dividend decisions
- Upper bounds for ultimate ruin probabilities in the Sparre Andersen risk model with interest and a nonlinear dividend barrier
- On optimal dividends: from reflection to refraction
- The expected time to ruin in a risk process with constant barrier via martingales
- On the distribution of dividend payments in a Sparre Andersen model with generalized Erlang(\(n\)) interclaim times
- Numerical methods for optimal dividend payment and investment strategies of regime-switching jump diffusion models with capital injections
- A Markov decision problem in a risk model with interest rate and Markovian environment
- Asymptotic behavior of the processes describing some insurance models
- A multidimensional ruin problem and an associated notion of duality
- Optimal control and sensitivity analysis for two risk models
- Minimising expected discounted capital injections by reinsurance in a classical risk model
- A unifying approach to the analysis of business with random gains
- A jump-fluid production-inventory model with a double band control
- Approximations of the optimal dividends barrier in the classical risk models
- Impulse stochastic control for the optimization of the dividend payments of the compound Poisson risk model perturbed by diffusion
- Optimal threshold dividend strategies under the compound Poisson model with regime switching
- Power identities for Lévy risk models under taxation and capital injections
- Optimal financing and dividend policy with Markovian switching regimes
- On a Gerber-Shiu type function and its applications in a dual semi-Markovian risk model
- On the expected discounted penalty function for a risk model with dependence under a multi-layer dividend strategy
- On a Classical Risk Model with a Constant Dividend Barrier
- Ruin problems in the generalized Erlang(n) risk model
- On a barrier strategy for the classical risk process with constant interest force
- On the maximum severity of ruin in the compound Poisson model with a threshold dividend strategy
- Optimal dividend-payout in random discrete time
- Optimal dividend strategy under the risk model with stochastic premium
- An optimal dividend policy with delayed capital injections
- On the expected time to ruin and the expected dividends when dividends are paid while the surplus is above a constant barrier
- The distribution of the dividend payments in the compound poisson risk model perturbed by diffusion
- Optimal Dividend Strategy in the Compound Poisson Model with Constant Interest
- The moments of the discounted loss and the discounted dividends for a spectrally negative Lévy risk process
- Optimization of a dividend strategy of an insurance company continuing its work after the ruin
- scientific article; zbMATH DE number 5762675 (Why is no real title available?)
- Analysis of a threshold dividend strategy for a MAP risk model
- On the analysis of a multi-threshold Markovian risk model
- Maximizing Dividends without Bankruptcy
- Dividend Moments in the Dual Risk Model: Exact and Approximate Approaches
- On two actuarial quantities for the compound Poisson risk model with taxes and a threshold dividend strategy
- Macro-economic influences on the crossing of dividend barriers
- Dividends and reinsurance under a penalty for ruin
- Ruin analysis of a threshold strategy in a discrete-time Sparre Andersen model
- Semiparametric estimation in the optimal dividend barrier for the classical risk model
- Barrier present value maximization for a diffusion model of insurance surplus
- Lévy insurance risk process with Poissonian taxation
- Further developments in the Erlang(\textit{n}) risk process
- The finite time ruin probability in a risk model with capital injections
- On the joint distribution of tax payments and capitalinjections for a Lévy risk model
- Linking dividends and capital injections -- a probabilistic approach
- On fluctuation theory for spectrally negative Lévy processes with Parisian reflection below, and applications
- Optimal dividend strategies in a delayed claim risk model with dividends discounted by stochastic interest rates
- Review of statistical actuarial risk modelling
- Optimal dividend problem: asymptotic analysis
- On optimal dividend strategies in the compound Poisson model
- On the merger of two companies
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