Pages that link to "Item:Q274118"

The following pages link to On the optimal dividend problem for insurance risk models with surplus-dependent premiums (Q274118):

Displaying 17 items.

• On optimal dividends with exponential and linear penalty payments (Q506101) (← 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 the optimality of periodic barrier strategies for a spectrally positive Lévy process (Q1681080) (← links)
• On optimal dividends with penalty payments in the Cramér-Lundberg model (Q1689031) (← links)
• Stochastic maximum principle for partial information optimal investment and dividend problem of an insurer (Q1716975) (← links)
• Continuity inequalities for multidimensional renewal risk models (Q1799633) (← links)
• Discrete-time risk models with surplus-dependent premium corrections (Q2096248) (← links)
• Optimal dividend-penalty strategies for insurance risk models with surplus-dependent premiums (Q2151095) (← links)
• Optimal singular dividend problem under the Sparre Andersen model (Q2302759) (← links)
• Optimal dividends with an affine penalty (Q2318336) (← links)
• Gerber-Shiu analysis with two-sided acceptable levels (Q2357427) (← links)
• (Q3300168) (← links)
• A two-dimensional dividend problem for collaborating companies and an optimal stopping problem (Q4562061) (← links)
• (Q5155464) (← links)
• Optimal dividend strategy for the dual model with surplus-dependent expense (Q5875242) (← links)
• Unified approach for solving exit problems for additive-increase and multiplicative-decrease processes (Q5880987) (← links)