Pages that link to "Item:Q3632846"
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The following pages link to A Note on the Dividends-Penalty Identity and the Optimal Dividend Barrier (Q3632846):
Displayed 50 items.
- A note on moments of dividends (Q475678) (← links)
- An insurance risk model with Parisian implementation delays (Q479172) (← links)
- Optimal dividend strategies in a delayed claim risk model with dividends discounted by stochastic interest rates (Q494698) (← links)
- Smoothness of certain functions in two kinds of risk models with a barrier dividend strategy (Q601959) (← links)
- On optimality of the barrier strategy for the classical risk model with interest (Q628629) (← links)
- The optimal dividend barrier in the gamma-omega model (Q635980) (← links)
- Optimal dividend strategies in a Cramér-Lundberg model with capital injections and administration costs (Q635982) (← links)
- Analysis of the Gerber-Shiu function and dividend barrier problems for a risk process with two classes of claims (Q659173) (← 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)
- An elementary approach to discrete models of dividend strategies (Q659189) (← links)
- A generalized penalty function with the maximum surplus prior to ruin in a MAP risk model (Q659191) (← links)
- Obtaining the dividends-penalty identities by interpretation (Q661238) (← links)
- Optimality of the barrier strategy in de Finetti's dividend problem for spectrally negative Lévy processes: an alternative approach (Q732157) (← links)
- Optimality of barrier dividend strategy in a jump-diffusion risk model with debit interest (Q822631) (← links)
- Optimal dividend policy in an insurance company with contagious arrivals of claims (Q829004) (← links)
- Constant dividend barrier in a risk model with interclaim-dependent claim sizes (Q939323) (← links)
- Methods for estimating the optimal dividend barrier and the probability of ruin (Q939357) (← links)
- On optimality of the barrier strategy in de Finetti's dividend problem for spectrally negative Lévy processes (Q957513) (← links)
- Optimal dividend strategies in a Cramér-Lundberg model with capital injections (Q974817) (← links)
- Dividend maximization under consideration of the time value of ruin (Q997096) (← links)
- On the dual risk model with Parisian implementation delays in dividend payments (Q1752782) (← links)
- Complete monotonicity of the probability of ruin and de Finetti's dividend problem (Q1761396) (← links)
- A multidimensional problem of optimal dividends with irreversible switching: a convergent numerical scheme (Q2041014) (← links)
- Optimal dividend-penalty strategies for insurance risk models with surplus-dependent premiums (Q2151095) (← links)
- Statistical estimation for some dividend problems under the compound Poisson risk model (Q2212164) (← links)
- On a risk model with surplus-dependent premium and tax rates (Q2276426) (← links)
- Optimal dividends with an affine penalty (Q2318336) (← links)
- Extended Gerber-Shiu functions in a risk model with interest (Q2347117) (← links)
- On Gerber-Shiu functions and optimal dividend distribution for a Lévy risk process in the presence of a penalty function (Q2354887) (← links)
- When does surplus reach a given target before ruin in the Markov-modulated diffusion model? (Q2511333) (← links)
- On the expected discounted dividends in the Cramér-Lundberg risk model with more frequent ruin monitoring than dividend decisions (Q2514612) (← links)
- The Gerber-Shiu discounted penalty function: a review from practical perspectives (Q2685511) (← links)
- On the Gerber–Shiu function with random discount rate (Q2980055) (← links)
- Analysis of the Compound Poisson Surplus Model with Liquid Reserves, Interest and Dividends (Q3067089) (← links)
- A Direct Approach to the Discounted Penalty Function (Q3088982) (← links)
- The Decompositions of the Discounted Penalty Functions and Dividends-Penalty Identity in a Markov-Modulated Risk Model (Q3395759) (← links)
- On the Upcrossing and Downcrossing Probabilities of a Dual Risk Model With Phase-Type Gains (Q3569716) (← links)
- Dividend Moments in the Dual Risk Model: Exact and Approximate Approaches (Q3634585) (← links)
- Lévy insurance risk process with Poissonian taxation (Q4575450) (← links)
- Risk Theory with Affine Dividend Payment Strategies (Q4581318) (← links)
- Linking dividends and capital injections – a probabilistic approach (Q4583603) (← links)
- On fluctuation theory for spectrally negative Lévy processes with Parisian reflection below, and applications (Q4606857) (← links)
- “On The Expected Discounted Penalty function for Lévy Risk Processes”, José Garrido and Manuel Morales, October 2006 (Q5018746) (← links)
- A Risk Model with Multilayer Dividend Strategy (Q5019726) (← links)
- Moments of the Dividend Payments and Related Problems in a Markov-Modulated Risk Model (Q5019727) (← links)
- Authors’ Reply: On the Merger of Two Companies - Discussion by Hansjörg Albrecher; Stefan Thonhauser (Q5019741) (← links)
- Strategies for Dividend Distribution: A Review (Q5029064) (← links)
- The<i>W</i>,<i>Z</i>scale functions kit for first passage problems of spectrally negative Lévy processes, and applications to control problems (Q5135954) (← links)
- Dividend Barrier Strategies in A Renewal Risk Model with Generalized Erlang Interarrival Times (Q5168704) (← links)