Pages that link to "Item:Q1030290"
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The following pages link to The dividend function in the jump-diffusion dual model with barrier dividend strategy (Q1030290):
Displaying 6 items.
- Optimal dividend problem with a terminal value for spectrally positive Lévy processes (Q2015644) (← links)
- Optimal expected utility of dividend payments with proportional reinsurance under VaR constraints and stochastic interest rate (Q2198915) (← links)
- Lévy risk model with two-sided jumps and a barrier dividend strategy (Q2427836) (← links)
- Probability Density Function of a Non-profit Fund Surplus Under Hysteresis Surplus Control (Q3463570) (← links)
- Dividend payments until draw-down time for risk models driven by spectrally negative Lévy processes (Q5055203) (← links)
- Optimal dividend strategies in a dual model with capital injections (Q5962151) (← links)
