Pages that link to "Item:Q2467114"
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The following pages link to On the optimal dividend problem for a spectrally negative Lévy process (Q2467114):
Displaying 50 items.
- Optimal control with restrictions for a diffusion risk model under constant interest force (Q253085) (← links)
- On the optimal dividend problem for insurance risk models with surplus-dependent premiums (Q274118) (← links)
- Importance sampling approximations to various probabilities of ruin of spectrally negative Lévy risk processes (Q279859) (← links)
- Tail behaviour of the area under a random process, with applications to queueing systems, insurance and percolations (Q383194) (← links)
- Sequential maximum likelihood estimation for reflected generalized Ornstein-Uhlenbeck processes (Q449406) (← links)
- Games of singular control and stopping driven by spectrally one-sided Lévy processes (Q468726) (← links)
- Smooth-pasting property on reflected Lévy processes and its applications in credit risk modeling (Q477067) (← links)
- Occupation times of refracted Lévy processes (Q482802) (← links)
- Contraction options and optimal multiple-stopping in spectrally negative Lévy models (Q496121) (← links)
- On optimality of the barrier strategy for the classical risk model with interest (Q628629) (← links)
- Optimal dividend strategies in a Cramér-Lundberg model with capital injections and administration costs (Q635982) (← links)
- On optimality of the barrier strategy for a general Lévy risk process (Q636448) (← links)
- Optimality of the threshold dividend strategy for the compound Poisson model (Q645431) (← links)
- An optimal dividends problem with transaction costs for spectrally negative Lévy processes (Q659091) (← links)
- De Finetti's optimal dividends problem with an affine penalty function at ruin (Q659188) (← links)
- Optimality of the barrier strategy in de Finetti's dividend problem for spectrally negative Lévy processes: an alternative approach (Q732157) (← links)
- Asymptotic behaviour of parametric estimation for nonstationary reflected Ornstein-Uhlenbeck processes (Q739497) (← links)
- Optimality of hybrid continuous and periodic barrier strategies in the dual model (Q781548) (← links)
- Optimal valuation of American callable credit default swaps under drawdown of Lévy insurance risk process (Q784432) (← links)
- Optimal periodic dividend strategies for spectrally positive Lévy risk processes with fixed transaction costs (Q784453) (← links)
- Optimality of barrier dividend strategy in a jump-diffusion risk model with debit interest (Q822631) (← links)
- Optimal implementation delay of taxation with trade-off for spectrally negative Lévy risk processes (Q825305) (← links)
- On optimality of the barrier strategy in de Finetti's dividend problem for spectrally negative Lévy processes (Q957513) (← links)
- Refracted Lévy processes (Q974766) (← links)
- Convexity and smoothness of scale functions and de Finetti's control problem (Q975331) (← links)
- Optimal investment policy and dividend payment strategy in an insurance company (Q990379) (← links)
- Optimal payout policy in presence of downside risk (Q1014300) (← links)
- Optimality of multi-refraction control strategies in the dual model (Q1622523) (← links)
- On the optimal dividend problem in the dual model with surplus-dependent premiums (Q1626507) (← links)
- On the bail-out optimal dividend problem (Q1626508) (← links)
- On optimal periodic dividend strategies for Lévy risk processes (Q1641138) (← links)
- American options under periodic exercise opportunities (Q1650302) (← links)
- Solution to HJB equations with an elliptic integro-differential operator and gradient constraint (Q1670367) (← links)
- On the optimality of periodic barrier strategies for a spectrally positive Lévy process (Q1681080) (← links)
- Complete discounted cash flow valuation (Q1681180) (← links)
- Spectrally negative Lévy processes with Parisian reflection below and classical reflection above (Q1683818) (← links)
- On the refracted-reflected spectrally negative Lévy processes (Q1683820) (← links)
- Uniform asymptotics for compound Poisson processes with regularly varying jumps and vanishing drift (Q1713469) (← links)
- Optimal dividend and capital injection strategy with excess-of-loss reinsurance and transaction costs (Q1716949) (← links)
- Asymptotic behaviour of the trajectory fitting estimator for reflected Ornstein-Uhlenbeck processes (Q1721911) (← links)
- A time of ruin constrained optimal dividend problem for spectrally one-sided Lévy processes (Q1742706) (← links)
- Expected utility of the drawdown-based regime-switching risk model with state-dependent termination (Q1742717) (← links)
- Complete monotonicity of the probability of ruin and de Finetti's dividend problem (Q1761396) (← links)
- On fair reinsurance premiums; capital injections in a perturbed risk model (Q1799626) (← links)
- The first passage time and the dividend value function for one-dimensional diffusion processes between two reflecting barriers (Q1929687) (← links)
- First passage times of reflected Ornstein-Uhlenbeck processes with two-sided jumps (Q1934375) (← links)
- Optimal dividend policies with transaction costs for a class of jump-diffusion processes (Q1936828) (← links)
- Optimal dividends in the dual model under transaction costs (Q2015482) (← links)
- Optimal dividend problem with a terminal value for spectrally positive Lévy processes (Q2015644) (← links)
- A multidimensional problem of optimal dividends with irreversible switching: a convergent numerical scheme (Q2041014) (← links)
