Pages that link to "Item:Q1752782"
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The following pages link to On the dual risk model with Parisian implementation delays in dividend payments (Q1752782):
Displaying 16 items.
- Optimal periodic dividend strategies for spectrally positive Lévy risk processes with fixed transaction costs (Q784453) (← links)
- The dual risk model with dividends taken at arrival (Q1622513) (← links)
- On spectrally positive Lévy risk processes with Parisian implementation delays in dividend payments (Q1644204) (← links)
- A threshold-based risk process with a waiting period to pay dividends (Q1717028) (← links)
- Risk- and value-based management for non-life insurers under solvency constraints (Q1754147) (← links)
- On the optimality of joint periodic and extraordinary dividend strategies (Q2242408) (← links)
- Risk modelling on liquidations with Lévy processes (Q2246056) (← links)
- Flexibility premium of emissions permits (Q2246672) (← links)
- Optimal dynamic reinsurance policies under a generalized Denneberg's absolute deviation principle (Q2282522) (← links)
- Parisian ruin with a threshold dividend strategy under the dual Lévy risk model (Q2292187) (← links)
- Periodic threshold-type dividend strategy in the compound Poisson risk model (Q4562058) (← links)
- Draw-down Parisian ruin for spectrally negative Lévy processes (Q5005045) (← links)
- On the dual risk model with Parisian implementation delays under a mixed dividend strategy (Q6163062) (← links)
- Cumulative Parisian ruin in finite and infinite time horizons for a renewal risk process with exponential claims (Q6171946) (← links)
- On optimality of barrier dividend control under endogenous regime switching with application to Chapter 11 bankruptcy (Q6183320) (← links)
- On de Finetti's optimal impulse dividend control problem under Chapter 11 bankruptcy (Q6184308) (← links)
