Pages that link to "Item:Q2571216"
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The following pages link to On optimal dividends: from reflection to refraction (Q2571216):
Displayed 46 items.
- On a dual risk model perturbed by diffusion with dividend threshold (Q335054) (← links)
- Pricing maturity guarantee under a refracted Brownian motion (Q384225) (← links)
- Dividends and reinsurance under a penalty for ruin (Q414614) (← links)
- On optimal joint reflective and refractive dividend strategies in spectrally positive Lévy models (Q506083) (← links)
- Optimal dividend strategies in the diffusion model with stochastic return on investments (Q545419) (← links)
- Optimal dividends and bankruptcy procedures: Analysis of the Ornstein-Uhlenbeck process (Q645698) (← links)
- The Gerber-Shiu expected discounted penalty function for risk processes with interest and a constant dividend barrier (Q865615) (← links)
- Dividend payments with a threshold strategy in the compound Poisson risk model perturbed by diffusion (Q882477) (← links)
- The perturbed Sparre Andersen model with a threshold dividend strategy (Q939541) (← links)
- Refracted Lévy processes (Q974766) (← links)
- On a dual model with a dividend threshold (Q1017775) (← links)
- Optimal dividends in the Brownian motion risk model with interest (Q1023316) (← links)
- Dividends: from refracting to ratcheting (Q1622509) (← links)
- A note on a Lévy insurance risk model under periodic dividend decisions (Q1716923) (← links)
- Threshold dividend strategies for a Markov-additive risk model (Q1936560) (← links)
- Robust optimal investment and reinsurance problem for a general insurance company under Heston model (Q2014373) (← links)
- A non-zero-sum reinsurance-investment game with delay and asymmetric information (Q2031383) (← links)
- Statistical estimation for some dividend problems under the compound Poisson risk model (Q2212164) (← links)
- Finite-time dividend problems in a Lévy risk model under periodic observation (Q2242128) (← links)
- A hybrid stochastic differential reinsurance and investment game with bounded memory (Q2242320) (← links)
- An optimal dividend strategy in the discrete Sparre Andersen model with bounded dividend rates (Q2252188) (← links)
- Optimal time-consistent investment and reinsurance policies for mean-variance insurers (Q2276271) (← links)
- Optimal threshold strategies with capital injections in a spectrally negative Lévy risk model (Q2313748) (← links)
- A perturbed risk process compounded by a geometric Brownian motion with a dividend barrier strategy (Q2378787) (← links)
- Numerical solutions of optimal risk control and dividend optimization policies under a generalized singular control formulation (Q2391436) (← links)
- Optimal time-consistent investment and reinsurance strategies for insurers under Heston's SV model (Q2444720) (← links)
- The compound Poisson risk model with a threshold dividend strategy (Q2507941) (← links)
- On dividend strategies with non-exponential discounting (Q2513612) (← links)
- Dividend optimisation: a behaviouristic approach (Q2665855) (← links)
- Omega model for a jump-diffusion process with a two-step premium rate and a threshold dividend strategy (Q2671224) (← links)
- The compound Poisson process perturbed by a diffusion with a threshold dividend strategy (Q3077455) (← links)
- Optimal Dividend Strategy in the Compound Poisson Model with Constant Interest (Q3444706) (← links)
- Lévy processes with adaptable exponent (Q3625651) (← links)
- Periodic threshold-type dividend strategy in the compound Poisson risk model (Q4562058) (← links)
- A reinsurance risk model with a threshold coverage policy: the Gerber–Shiu penalty function (Q4684852) (← links)
- Optimal Dividend Distribution Under Drawdown and Ratcheting Constraints on Dividend Rates (Q4971973) (← links)
- On Optimal Dividend Strategies In The Compound Poisson Model (Q5018718) (← links)
- Moments of the Dividend Payments and Related Problems in a Markov-Modulated Risk Model (Q5019727) (← links)
- “A Risk Model with Multilayer Dividend Strategy”, Hansjorg Albrecher and Jürgen Hartinger, April 2007 (Q5019761) (← links)
- Moments of Discounted Dividends for a Threshold Strategy in the Compound Poisson Risk Model (Q5022546) (← links)
- Strategies for Dividend Distribution: A Review (Q5029064) (← links)
- Optimal Ratcheting of Dividends in a Brownian Risk Model (Q5092725) (← links)
- Optimal dividend problems for Sparre Andersen risk model with bounded dividend rates (Q5217904) (← links)
- The Joint Laplace Transforms for Diffusion Occupation Times (Q5396591) (← links)
- A refracted Lévy process with delayed dividend pullbacks (Q6096082) (← links)
- Finite-time expected present value of operating costs until ruin in a Cox risk model with periodic observation (Q6106004) (← links)