Pages that link to "Item:Q2445337"
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The following pages link to On a mean reverting dividend strategy with Brownian motion (Q2445337):
Displayed 13 items.
- Dividends: from refracting to ratcheting (Q1622509) (← links)
- The optimal dividend payout model with terminal values and its application (Q1992849) (← links)
- Classical and impulse stochastic control on the optimization of dividends with residual capital at bankruptcy (Q2398740) (← links)
- Diffusion approximations for insurance risk processes (Q2803403) (← links)
- A Stochastic Control Problem with Linearly Bounded Control Rates in a Brownian Model (Q3382775) (← links)
- ON THE DISTRIBUTION OF THE EXCEDENTS OF FUNDS WITH ASSETS AND LIABILITIES IN PRESENCE OF SOLVENCY AND RECOVERY REQUIREMENTS (Q4562947) (← links)
- Risk Theory with Affine Dividend Payment Strategies (Q4581318) (← links)
- Discrete Dividend Payments in Continuous Time (Q4958548) (← links)
- Stochastic optimal control on impulse dividend model with stochastic returns (Q5015991) (← links)
- A perturbation approach to optimal investment, liability ratio, and dividend strategies (Q5083407) (← links)
- Stochastic optimal control on dividend policies with bankruptcy (Q5238199) (← links)
- Stable dividends under linear-quadratic optimisation (Q6053106) (← links)
- On the surplus management of funds with assets and liabilities in presence of solvency requirements (Q6098034) (← links)