Pages that link to "Item:Q3083252"

The following pages link to Optimal Dividend Policies with Transaction Costs for a Class of Diffusion Processes (Q3083252):

Displaying 14 items.

• Dividends and reinsurance under a penalty for ruin (Q414614) (← links)
• Optimal dividend strategies in a delayed claim risk model with dividends discounted by stochastic interest rates (Q494698) (← links)
• On non-trivial barrier solutions of the dividend problem for a diffusion under constant and proportional transaction costs (Q713215) (← links)
• Optimal dividend and investment problems under Sparre Andersen model (Q1704145) (← links)
• Optimal dividend policies with transaction costs for a class of jump-diffusion processes (Q1936828) (← links)
• Dividend and capital injection optimization with transaction cost for Lévy risk processes (Q2159454) (← links)
• A Markov decision problem in a risk model with interest rate and Markovian environment (Q2629544) (← links)
• De Finetti's control problem with competition (Q2682355) (← links)
• Optimal dividend policies for piecewise-deterministic compound Poisson risk models (Q4576905) (← links)
• Optimal Dividend Strategy for a General Diffusion Process with Time-Inconsistent Preferences and Ruin Penalty (Q4635250) (← links)
• Optimal Dividend Strategies with Reinsurance under Contagious Systemic Risk (Q5080491) (← links)
• Moment-constrained optimal dividends: precommitment and consistent planning (Q5084790) (← links)
• Optimal Impulse Control for Growth-Restricted Linear Diffusions with Regime Switching (Q5145602) (← links)
• Error Estimates of Penalty Schemes for Quasi-Variational Inequalities Arising from Impulse Control Problems (Q5210849) (← links)