Pages that link to "Item:Q2015644"

The following pages link to Optimal dividend problem with a terminal value for spectrally positive Lévy processes (Q2015644):

Displaying 50 items.

• On optimal joint reflective and refractive dividend strategies in spectrally positive Lévy models (Q506083) (← links)
• The filtering based auxiliary model generalized extended stochastic gradient identification for a multivariate output-error system with autoregressive moving average noise using the multi-innovation theory (Q776143) (← links)
• Data filtering based maximum likelihood gradient estimation algorithms for a multivariate equation-error system with ARMA noise (Q776148) (← links)
• Optimal dividends and capital injections in the dual model with a random time horizon (Q887106) (← links)
• The dual risk model with dividends taken at arrival (Q1622513) (← links)
• Estimating the Gerber-Shiu function in a Lévy risk model by Laguerre series expansion (Q1624625) (← links)
• Strong convergence in the \(p\)th-mean of an averaging principle for two-time-scales SPDEs with jumps (Q1630005) (← links)
• Adaptive gradient-based iterative algorithm for multivariable controlled autoregressive moving average systems using the data filtering technique (Q1654319) (← links)
• Recursive parameter estimation algorithm for multivariate output-error systems (Q1661829) (← links)
• On the optimality of periodic barrier strategies for a spectrally positive Lévy process (Q1681080) (← links)
• Moments of discounted dividend payments in a risk model with randomized dividend-decision times (Q1692711) (← links)
• State space model identification of multirate processes with time-delay using the expectation maximization (Q1717533) (← links)
• Gradient-based iterative identification method for multivariate equation-error autoregressive moving average systems using the decomposition technique (Q1717535) (← links)
• Stochastic optimal control of investment and dividend payment model under debt control with time-inconsistency (Q1721442) (← links)
• A time of ruin constrained optimal dividend problem for spectrally one-sided Lévy processes (Q1742706) (← links)
• Nonparametric estimation for a spectrally negative Lévy process based on high frequency data (Q1789705) (← links)
• Maximum likelihood recursive least squares estimation for multivariate equation-error ARMA systems (Q1797200) (← links)
• Auxiliary model based recursive generalized least squares identification algorithm for multivariate output-error autoregressive systems using the decomposition technique (Q1797205) (← links)
• General drawdown based dividend control with fixed transaction costs for spectrally negative Lévy risk processes (Q2076351) (← links)
• Dividend and capital injection optimization with transaction cost for Lévy risk processes (Q2159454) (← links)
• Randomized observation periods for compound Poisson risk model with capital injection and barrier dividend (Q2166946) (← links)
• Hierarchical least squares parameter estimation algorithm for two-input Hammerstein finite impulse response systems (Q2181393) (← links)
• On a perturbed compound Poisson risk model under a periodic threshold-type dividend strategy (Q2190324) (← links)
• A recursive parameter estimation algorithm for modeling signals with multi-frequencies (Q2193644) (← links)
• Optimal expected utility of dividend payments with proportional reinsurance under VaR constraints and stochastic interest rate (Q2198915) (← links)
• Hierarchical extended least squares estimation approaches for a multi-input multi-output stochastic system with colored noise from observation data (Q2205498) (← links)
• Optimal dividend and risk control policies in the presence of a fixed transaction cost (Q2223849) (← links)
• Optimal investment and reinsurance under the gamma process (Q2241632) (← links)
• On a class of non-zero-sum stochastic differential dividend games with regime switching (Q2242076) (← links)
• Risk modelling on liquidations with Lévy processes (Q2246056) (← links)
• Stochastic differential reinsurance games with capital injections (Q2273971) (← links)
• Gradient estimation algorithms for the parameter identification of bilinear systems using the auxiliary model (Q2293618) (← links)
• Robust optimal investment and reinsurance of an insurer under jump-diffusion models (Q2327727) (← links)
• Hierarchical recursive generalized extended least squares estimation algorithms for a class of nonlinear stochastic systems with colored noise (Q2334210) (← links)
• Optimal investment and dividend for an insurer under a Markov regime switching market with high gain tax (Q2338478) (← links)
• Optimal dividend problems for a jump-diffusion model with capital injections and proportional transaction costs (Q2351282) (← links)
• Optimal periodic dividend and capital injection problem for spectrally positive Lévy processes (Q2397860) (← links)
• Ruin probability in the dual risk model with two revenue streams (Q2417103) (← links)
• Tax optimization with a terminal value for the Lévy risk processes (Q2691498) (← links)
• Inventory Control for Spectrally Positive Lévy Demand Processes (Q2976149) (← links)
• REFRACTION–REFLECTION STRATEGIES IN THE DUAL MODEL (Q4563792) (← 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)
• Stochastic averaging principles for multi-valued stochastic differential equations driven by poisson point Processes (Q4685703) (← links)
• Review of statistical actuarial risk modelling (Q4966720) (← links)
• Combined estimation of the parameters and states for a multivariable state‐space system in presence of colored noise (Q5000698) (← links)
• Separable multi‐innovation stochastic gradient estimation algorithm for the nonlinear dynamic responses of systems (Q5003429) (← links)
• Hierarchical Newton and least squares iterative estimation algorithm for dynamic systems by transfer functions based on the impulse responses (Q5025821) (← links)
• Maximum likelihood iterative identification approaches for multivariable equation-error moving average systems (Q5026619) (← links)
• Data filtering-based parameter and state estimation algorithms for state-space systems disturbed by coloured noises (Q5026778) (← links)