Pages that link to "Item:Q1681080"
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The following pages link to On the optimality of periodic barrier strategies for a spectrally positive Lévy process (Q1681080):
Displaying 19 items.
- Optimality of hybrid continuous and periodic barrier strategies in the dual model (Q781548) (← links)
- Optimal periodic dividend strategies for spectrally positive Lévy risk processes with fixed transaction costs (Q784453) (← links)
- On optimal periodic dividend strategies for Lévy risk processes (Q1641138) (← links)
- American options under periodic exercise opportunities (Q1650302) (← links)
- Spectrally negative Lévy risk model under Erlangized barrier strategy (Q1715797) (← links)
- Optimal dividends under Erlang(2) inter-dividend decision times (Q1742724) (← links)
- Generic stability of the weakly Pareto-Nash equilibrium with strategy transformational barriers (Q2086450) (← links)
- Randomized observation periods for compound Poisson risk model with capital injection and barrier dividend (Q2166946) (← links)
- Optimal investment and reinsurance under the gamma process (Q2241632) (← links)
- On the optimality of joint periodic and extraordinary dividend strategies (Q2242408) (← links)
- On a spectrally negative Lévy risk process with periodic dividends and capital injections (Q2273741) (← links)
- Equilibrium periodic dividend strategies with non-exponential discounting for spectrally positive Lévy processes (Q2666682) (← links)
- On the bailout dividend problem with periodic dividend payments for spectrally negative Markov additive processes (Q2695946) (← links)
- On optimal periodic dividend and capital injection strategies for spectrally negative Lévy models (Q4611286) (← links)
- A perturbed risk model with constant interest and periodic barrier dividend strategy (Q5082714) (← links)
- The<i>W</i>,<i>Z</i>scale functions kit for first passage problems of spectrally negative Lévy processes, and applications to control problems (Q5135954) (← links)
- Optimal Periodic Replenishment Policies for Spectrally Positive Lévy Demand Processes (Q5136747) (← links)
- Analytical and numerical solutions to ergodic control problems arising in environmental management (Q6066349) (← links)
- Optimal periodic dividends with penalty payments under a diffusion model (Q6641291) (← links)
