Pages that link to "Item:Q2397860"

The following pages link to Optimal periodic dividend and capital injection problem for spectrally positive Lévy processes (Q2397860):

Displaying 34 items.

• Optimal dividend and capital injection strategy with a penalty payment at ruin: restricted dividend payments (Q784387) (← 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)
• On the optimality of periodic barrier strategies for a spectrally positive Lévy process (Q1681080) (← links)
• Spectrally negative Lévy risk model under Erlangized barrier strategy (Q1715797) (← links)
• Optimal investment-reinsurance strategies with state dependent risk aversion and VaR constraints in correlated markets (Q1735027) (← links)
• Pareto-optimal reinsurance revisited: a two-stage optimisation procedure approach (Q2004220) (← links)
• Hierarchical gradient- and least squares-based iterative algorithms for input nonlinear output-error systems using the key term separation (Q2030993) (← links)
• General drawdown based dividend control with fixed transaction costs for spectrally negative Lévy risk processes (Q2076351) (← links)
• Central limit theorem and convergence rates for a supercritical branching process with immigration in a random environment (Q2157864) (← 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)
• Periodic dividends and capital injections for a spectrally negative Lévy risk process under absolute ruin (Q2221520) (← 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)
• General drawdown-based de Finetti optimization for spectrally negative Lévy risk processes (Q4684956) (← links)
• Optimal reinsurance and dividends with transaction costs and taxes under thinning structure (Q4990510) (← links)
• A dividend optimization problem with constraint of survival probability in a Markovian environment model (Q5078564) (← links)
• Equilibrium dividend strategies for spectrally negative Lévy processes with time value of ruin and random time horizon (Q5092703) (← 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)
• Separable multi-innovation Newton iterative modeling algorithm for multi-frequency signals based on the sliding measurement window (Q6042570) (← links)
• Filtering‐based multi‐innovation recursive identification methods for input nonlinear systems with piecewise‐linear nonlinearity based on the optimization criterion (Q6053746) (← links)
• Decomposition‐based over‐parameterization forgetting factor stochastic gradient algorithm for Hammerstein‐Wiener nonlinear systems with non‐uniform sampling (Q6060476) (← links)
• Overall recursive least squares and overall stochastic gradient algorithms and their convergence for feedback nonlinear controlled autoregressive systems (Q6063758) (← links)
• Analytical and numerical solutions to ergodic control problems arising in environmental management (Q6066349) (← links)
• Identification of the nonlinear systems based on the kernel functions (Q6071550) (← links)
• Iterative parameter identification algorithms for the generalized time‐varying system with a measurable disturbance vector (Q6085140) (← links)
• Finite-time expected present value of operating costs until ruin in a Cox risk model with periodic observation (Q6106004) (← links)
• Optimal singular dividend control with capital injection and affine penalty payment at ruin (Q6163063) (← links)
• Equilibrium dividend strategies in the dual model with a random time horizon (Q6192312) (← links)
• Recursive least squares estimation methods for a class of nonlinear systems based on non-uniform sampling (Q6494672) (← links)
• Filtering-based recursive least squares estimation approaches for multivariate equation-error systems by using the multiinnovation theory (Q6494697) (← links)
• A novel nonlinear optimization method for fitting a noisy Gaussian activation function (Q6495669) (← links)
• Finite-time state-feedback stabilization of high-order stochastic nonlinear systems with an asymmetric output constraint (Q6496200) (← links)