Pages that link to "Item:Q2015482"

The following pages link to Optimal dividends in the dual model under transaction costs (Q2015482):

Displaying 31 items.

• Optimal dividend-financing strategies in a dual risk model with time-inconsistent preferences (Q282263) (← links)
• On optimal joint reflective and refractive dividend strategies in spectrally positive Lévy models (Q506083) (← links)
• On optimal periodic dividend strategies in the dual model with diffusion (Q743162) (← links)
• Optimal periodic dividend strategies for spectrally positive Lévy risk processes with fixed transaction costs (Q784453) (← links)
• Optimal dividends and capital injections in the dual model with a random time horizon (Q887106) (← links)
• On the bail-out optimal dividend problem (Q1626508) (← links)
• On the optimality of periodic barrier strategies for a spectrally positive Lévy process (Q1681080) (← links)
• On the refracted-reflected spectrally negative Lévy processes (Q1683820) (← links)
• A time of ruin constrained optimal dividend problem for spectrally one-sided Lévy processes (Q1742706) (← links)
• Optimal dividend problem with a terminal value for spectrally positive Lévy processes (Q2015644) (← links)
• Regression Monte Carlo for impulse control (Q2094845) (← links)
• Dividend and capital injection optimization with transaction cost for Lévy risk processes (Q2159454) (← links)
• On the optimality of joint periodic and extraordinary dividend strategies (Q2242408) (← links)
• Optimal dividends with an affine penalty (Q2318336) (← links)
• Optimality of doubly reflected Lévy processes in singular control (Q2348300) (← links)
• Optimal dividend problems for a jump-diffusion model with capital injections and proportional transaction costs (Q2351282) (← links)
• Optimal dividends and capital injections for a spectrally positive Lévy process (Q2358466) (← links)
• Optimal periodic dividend and capital injection problem for spectrally positive Lévy processes (Q2397860) (← links)
• On the bailout dividend problem with periodic dividend payments for spectrally negative Markov additive processes (Q2695946) (← links)
• Inventory Control for Spectrally Positive Lévy Demand Processes (Q2976149) (← links)
• Optimal financing and dividend policy with Markovian switching regimes (Q2978980) (← links)
• REFRACTION–REFLECTION STRATEGIES IN THE DUAL MODEL (Q4563792) (← links)
• On optimal periodic dividend and capital injection strategies for spectrally negative Lévy models (Q4611286) (← links)
• On the Parisian ruin of the dual Lévy risk model (Q4684916) (← links)
• General drawdown-based de Finetti optimization for spectrally negative Lévy risk processes (Q4684956) (← links)
• OPTIMAL CAPITAL STRUCTURE WITH SCALE EFFECTS UNDER SPECTRALLY NEGATIVE LÉVY MODELS (Q4979886) (← links)
• Optimal periodic dividend strategies for spectrally negative Lévy processes with fixed transaction costs (Q5014491) (← links)
• Asymptotic analysis for optimal dividends in a dual risk model (Q5044430) (← links)
• A perturbation approach to optimal investment, liability ratio, and dividend strategies (Q5083407) (← links)
• On the Continuous and Smooth Fit Principle for Optimal Stopping Problems in Spectrally Negative Lévy Models (Q5415097) (← links)
• On optimality of barrier dividend control under endogenous regime switching with application to Chapter 11 bankruptcy (Q6183320) (← links)