Pages that link to "Item:Q974817"
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The following pages link to Optimal dividend strategies in a Cramér-Lundberg model with capital injections (Q974817):
Displayed 50 items.
- Dividends and reinsurance under a penalty for ruin (Q414614) (← links)
- Optimal dividend and capital injection problem in the dual model with proportional and fixed transaction costs (Q418074) (← links)
- Optimal dividend strategy in compound binomial model with bounded dividend rates (Q477522) (← links)
- Optimal debt ratio and dividend payment strategies with reinsurance (Q495502) (← links)
- On optimal dividends with exponential and linear penalty payments (Q506101) (← links)
- A numerical approach to optimal dividend policies with capital injections and transaction costs (Q523786) (← links)
- Asymptotically optimal dividend policy for regime-switching compound Poisson models (Q601938) (← links)
- Optimal dividend strategies in a Cramér-Lundberg model with capital injections and administration costs (Q635982) (← links)
- De Finetti's optimal dividends problem with an affine penalty function at ruin (Q659188) (← links)
- Optimal dividend and dynamic reinsurance strategies with capital injections and proportional costs (Q692676) (← links)
- Optimal control of capital injections by reinsurance in a diffusion approximation (Q845587) (← links)
- Stationary distribution of the surplus in a risk model with dividends and reinvestments (Q892877) (← links)
- Optimal dividend and capital injection strategies in the Cramér-Lundberg risk model (Q1665692) (← links)
- Optimal control for a linear system subject to a general ARIMA disturbance (Q1666616) (← links)
- Complete discounted cash flow valuation (Q1681180) (← links)
- On optimal dividends with penalty payments in the Cramér-Lundberg model (Q1689031) (← links)
- Optimal dividend and capital injection strategy with excess-of-loss reinsurance and transaction costs (Q1716949) (← links)
- The optimal dividend payout model with terminal values and its application (Q1992849) (← links)
- An optimal dividend strategy in the discrete Sparre Andersen model with bounded dividend rates (Q2252188) (← links)
- Singular optimal dividend control for the regime-switching Cramér-Lundberg model with credit and debit interest (Q2252244) (← links)
- Optimal threshold strategies with capital injections in a spectrally negative Lévy risk model (Q2313748) (← links)
- Harvesting of interacting stochastic populations (Q2313958) (← links)
- Optimal dividends with an affine penalty (Q2318336) (← links)
- Optimal dividend problems for a jump-diffusion model with capital injections and proportional transaction costs (Q2351282) (← links)
- On Gerber-Shiu functions and optimal dividend distribution for a Lévy risk process in the presence of a penalty function (Q2354887) (← links)
- Optimal dividend-equity issuance strategy in a dual model with fixed and proportional transaction costs (Q2355355) (← links)
- On capital injections and dividends with tax in a classical risk model (Q2374104) (← links)
- Optimal dividend and capital injection strategy with fixed costs and restricted dividend rate for a dual model (Q2438431) (← links)
- Optimal dividend and equity issuance problem with proportional and fixed transaction costs (Q2447412) (← links)
- Optimal asset control of a geometric Brownian motion with the transaction costs and bankruptcy permission (Q2514667) (← links)
- Optimal capital injection and dividend distribution for growth restricted diffusion models with bankruptcy (Q2520453) (← links)
- Numerical methods for optimal dividend payment and investment strategies of regime-switching jump diffusion models with capital injections (Q2628665) (← links)
- On a class of singular stochastic control problems for reflected diffusions (Q2633337) (← links)
- Optimal dividend and equity issuance in the perturbed dual model under a penalty for ruin (Q2807687) (← links)
- Asymptotic behavior of the processes describing some insurance models (Q2807804) (← links)
- Optimal Control and Sensitivity Analysis for Two Risk Models (Q2816670) (← links)
- Optimal dividend strategies in discrete risk model with capital injections (Q2862434) (← links)
- Minimising expected discounted capital injections by reinsurance in a classical risk model (Q2866283) (← links)
- Optimal dividend control for a generalized risk model with investment incomes and debit interest (Q2868603) (← links)
- Optimal control problem for an insurance surplus model with debt liability (Q2875739) (← links)
- Optimal Threshold Dividend Strategies under the Compound Poisson Model with Regime Switching (Q2909993) (← links)
- Power identities for L\'evy risk models under taxation and capital injections (Q2921186) (← links)
- Optimal impulse control for dividend and capital injection with proportional reinsurance and exponential premium principle (Q2979011) (← links)
- Optimal Reinsurance and Dividend Strategies Under the Markov-Modulated Insurance Risk Model (Q3068104) (← links)
- AN OPTIMAL DIVIDEND POLICY WITH DELAYED CAPITAL INJECTIONS (Q3191189) (← links)
- The moments of the discounted loss and the discounted dividends for a spectrally negative Lévy risk process (Q3449925) (← links)
- PORTFOLIO SELECTION BY MINIMIZING THE PRESENT VALUE OF CAPITAL INJECTION COSTS (Q4563735) (← links)
- On capital injections and dividends with tax in a diffusion approximation (Q4577203) (← links)
- (Q4578294) (← links)
- Dividends with tax and capital injection in a spectrally negative Lévy risk model (Q4686499) (← links)