Pages that link to "Item:Q635980"

The following pages link to The optimal dividend barrier in the gamma-omega model (Q635980):

Displaying 45 items.

• Exit identities for Lévy processes observed at Poisson arrival times (Q282534) (← links)
• Minimisation of penalty payments by investments and reinsurance (Q303741) (← links)
• Omega diffusion risk model with surplus-dependent tax and capital injections (Q320287) (← links)
• A Feynman-Kac-type formula for Lévy processes with discontinuous killing rates (Q331363) (← links)
• On optimal dividends with exponential and linear penalty payments (Q506101) (← links)
• Ornstein-Uhlenback type Omega model (Q528231) (← links)
• On optimal periodic dividend strategies in the dual model with diffusion (Q743162) (← links)
• Exit identities for diffusion processes observed at Poisson arrival times (Q777097) (← links)
• Liquidation risk in insurance under contemporary regulatory frameworks (Q784414) (← links)
• On the time value of Parisian ruin in (dual) renewal risk processes with exponential jumps (Q896775) (← links)
• Stochastic areas of diffusions and applications (Q905937) (← links)
• Fluctuations of Omega-killed spectrally negative Lévy processes (Q1615891) (← links)
• Beating the omega clock: an optimal stopping problem with random time-horizon under spectrally negative Lévy models (Q1617121) (← links)
• On the distribution of cumulative Parisian ruin (Q1681195) (← links)
• On optimal dividends with penalty payments in the Cramér-Lundberg model (Q1689031) (← links)
• Spectrally negative Lévy risk model under Erlangized barrier strategy (Q1715797) (← links)
• Optimal dividends under Erlang(2) inter-dividend decision times (Q1742724) (← links)
• Occupation times of intervals until last passage times for spectrally negative Lévy processes (Q1800500) (← links)
• The Omega model: from bankruptcy to occupation times in the red (Q1936471) (← links)
• Optimal dividends under Markov-modulated bankruptcy level (Q2172038) (← links)
• Ruin probabilities in the Cramér-Lundberg model with temporarily negative capital (Q2209797) (← links)
• Periodic dividends and capital injections for a spectrally negative Lévy risk process under absolute ruin (Q2221520) (← links)
• On the optimality of joint periodic and extraordinary dividend strategies (Q2242408) (← links)
• On a spectrally negative Lévy risk process with periodic dividends and capital injections (Q2273741) (← links)
• Omega model for a jump-diffusion process with a two-step premium rate (Q2325320) (← links)
• Optimal periodic dividend and capital injection problem for spectrally positive Lévy processes (Q2397860) (← links)
• Dividend problems in the dual model with diffusion and exponentially distributed observation time (Q2452891) (← links)
• On the expected discounted dividends in the Cramér-Lundberg risk model with more frequent ruin monitoring than dividend decisions (Q2514612) (← links)
• The optimal dividend barrier in the perturbed compound Poisson risk model with randomized observation time (Q2517115) (← links)
• Occupation times of intervals until first passage times for spectrally negative Lévy processes (Q2637212) (← links)
• Sensitivity analysis of some applied probability models (Q2662914) (← links)
• Dividend optimisation: a behaviouristic approach (Q2665855) (← links)
• Omega model for a jump-diffusion process with a two-step premium rate and a threshold dividend strategy (Q2671224) (← links)
• The Parisian and ultimate drawdowns of Lévy insurance models (Q2682983) (← links)
• Power identities for L\'evy risk models under taxation and capital injections (Q2921186) (← links)
• On the Optimal Dividend Strategy in a Regime-Switching Diffusion Model (Q3167343) (← links)
• Asymptotic analysis and optimization of some insurance models (Q4627093) (← links)
• Fluctuation identities for Omega-killed spectrally negative Markov additive processes and dividend problem (Q5005018) (← 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)
• Occupation Times, Drawdowns, and Drawups for One-Dimensional Regular Diffusions (Q5246178) (← links)
• The Joint Laplace Transforms for Diffusion Occupation Times (Q5396591) (← links)
• FROM RUIN TO BANKRUPTCY FOR COMPOUND POISSON SURPLUS PROCESSES (Q5398350) (← links)
• On fluctuation-theoretic decompositions via Lindley-type recursions (Q6056574) (← links)
• Joint distributions concerning last exit time for diffusion processes (Q6082877) (← links)
• A decomposition for Lévy processes inspected at Poisson moments (Q6102053) (← links)