Pages that link to "Item:Q506083"
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The following pages link to On optimal joint reflective and refractive dividend strategies in spectrally positive Lévy models (Q506083):
Displaying 9 items.
- Dividends: from refracting to ratcheting (Q1622509) (← links)
- The dual risk model with dividends taken at arrival (Q1622513) (← links)
- Optimality of multi-refraction control strategies in the dual model (Q1622523) (← links)
- On the bail-out optimal dividend problem (Q1626508) (← links)
- Dividend and capital injection optimization with transaction cost for Lévy risk processes (Q2159454) (← links)
- General drawdown-based de Finetti optimization for spectrally negative Lévy risk processes (Q4684956) (← links)
- Optimality of refraction strategies for a constrained dividend problem (Q5203951) (← links)
- A Lévy risk model with ratcheting and barrier dividend strategies (Q6112832) (← links)
- A dual risk model with additive and proportional gains: ruin probability and dividends (Q6159397) (← links)