Pages that link to "Item:Q3621149"

The following pages link to An Optimal Dividends Problem with a Terminal Value for Spectrally Negative Lévy Processes with a Completely Monotone Jump Density (Q3621149):

Displaying 32 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)
• An optimal dividends problem with transaction costs for spectrally negative Lévy processes (Q659091) (← links)
• A note on scale functions and the time value of ruin for Lévy insurance risk processes (Q659186) (← 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)
• Optimal dividend and capital injection strategy with a penalty payment at ruin: restricted dividend payments (Q784387) (← links)
• Optimal periodic dividend strategies for spectrally positive Lévy risk processes with fixed transaction costs (Q784453) (← links)
• Optimal implementation delay of taxation with trade-off for spectrally negative Lévy risk processes (Q825305) (← links)
• Optimality of multi-refraction control strategies in the dual model (Q1622523) (← links)
• On optimal periodic dividend strategies for Lévy risk processes (Q1641138) (← links)
• Complete discounted cash flow valuation (Q1681180) (← links)
• A time of ruin constrained optimal dividend problem for spectrally one-sided Lévy processes (Q1742706) (← links)
• Optimal risk control and dividend distribution policies for a diffusion model with terminal value (Q1931091) (← links)
• Optimal dividend problem with a terminal value for spectrally positive Lévy processes (Q2015644) (← links)
• General drawdown based dividend control with fixed transaction costs for spectrally negative Lévy risk processes (Q2076351) (← links)
• Dividend and capital injection optimization with transaction cost for Lévy risk processes (Q2159454) (← links)
• The Leland-Toft optimal capital structure model under Poisson observations (Q2211349) (← links)
• Optimal threshold strategies with capital injections in a spectrally negative Lévy risk model (Q2313748) (← links)
• Optimal dividends with an affine penalty (Q2318336) (← links)
• A Markov decision problem in a risk model with interest rate and Markovian environment (Q2629544) (← links)
• Occupation times of intervals until first passage times for spectrally negative Lévy processes (Q2637212) (← links)
• Tax optimization with a terminal value for the Lévy risk processes (Q2691498) (← links)
• Inventory Control for Spectrally Positive Lévy Demand Processes (Q2976149) (← links)
• On the complete monotonicity of the compound geometric convolution with applications in risk theory (Q4576842) (← links)
• General drawdown-based de Finetti optimization for spectrally negative Lévy risk processes (Q4684956) (← links)
• Review of statistical actuarial risk modelling (Q4966720) (← links)
• Optimal periodic dividend strategies for spectrally negative Lévy processes with fixed transaction costs (Q5014491) (← links)
• Optimality of refraction strategies for a constrained dividend problem (Q5203951) (← links)
• A Lévy risk model with ratcheting and barrier dividend strategies (Q6112832) (← links)
• Optimal singular dividend control with capital injection and affine penalty payment at ruin (Q6163063) (← links)
• On optimality of barrier dividend control under endogenous regime switching with application to Chapter 11 bankruptcy (Q6183320) (← links)