Pages that link to "Item:Q5018719"
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The following pages link to Optimal Dividends In An Ornstein-Uhlenbeck Type Model With Credit And Debit Interest (Q5018719):
Displayed 8 items.
- Optimal dividends and bankruptcy procedures: Analysis of the Ornstein-Uhlenbeck process (Q645698) (← links)
- On the time value of absolute ruin for a multi-layer compound Poisson model under interest force (Q947187) (← links)
- Stochastic optimization algorithms for barrier dividend strategies (Q953387) (← links)
- Moments of the first passage time of one-dimensional diffusion with two-sided barriers (Q958974) (← links)
- On a dual model with a dividend threshold (Q1017775) (← links)
- Optimal dividends in the Brownian motion risk model with interest (Q1023316) (← links)
- On the classical risk model with credit and debit interests under absolute ruin (Q2267624) (← links)
- An operator-based approach to the analysis of ruin-related quantities in jump diffusion risk models (Q2276235) (← links)