Pages that link to "Item:Q4884260"
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The following pages link to Optimization of the flow of dividends (Q4884260):
Displaying 50 items.
- Learning about profitability and dynamic cash management (Q2095251) (← links)
- Fiscal stimulus as an optimal control problem (Q2145819) (← links)
- On the dual risk model with diffusion under a mixed dividend strategy (Q2177679) (← links)
- Zero-sum stochastic differential game in finite horizon involving impulse controls (Q2187339) (← links)
- Optimality of impulse control problem in refracted Lévy model with Parisian ruin and transaction costs (Q2188956) (← links)
- Optimal dividends and capital injection under dividend restrictions (Q2216195) (← links)
- Optimal dividend and risk control policies in the presence of a fixed transaction cost (Q2223849) (← links)
- Dividend problem with Parisian delay for a spectrally negative Lévy risk process (Q2247926) (← links)
- Classical and singular stochastic control for the optimal dividend policy when there is regime switching (Q2276241) (← links)
- Optimal dividends with partial information and stopping of a degenerate reflecting diffusion (Q2282963) (← links)
- Dividend payments in a perturbed compound Poisson model with stochastic investment and debit interest (Q2306662) (← links)
- Optimal price management in retail energy markets: an impulse control problem with asymptotic estimates (Q2311124) (← links)
- Optimal threshold strategies with capital injections in a spectrally negative Lévy risk model (Q2313748) (← links)
- Optimal dividend payments for a two-dimensional insurance risk process (Q2323675) (← links)
- Classical and impulse stochastic control on the optimization of dividends with residual capital at bankruptcy (Q2398740) (← links)
- Optimal dividend policy when risk reserves follow a jump-diffusion process with a completely monotone jump density under Markov-regime switching (Q2415959) (← links)
- Alternative approach to the optimality of the threshold strategy for spectrally negative Lévy processes (Q2439244) (← links)
- Optimal dividend problem with a nonlinear regular-singular stochastic control (Q2443223) (← links)
- Optimal dividend policy with random interest rates (Q2444689) (← links)
- Optimal dividend and equity issuance problem with proportional and fixed transaction costs (Q2447412) (← links)
- Optimal dividend policy in discrete time (Q2450241) (← links)
- Optimal dividend policy and growth option (Q2463700) (← links)
- A model of optimal portfolio selection under liquidity risk and price impact (Q2463703) (← links)
- On the optimal dividend problem for a spectrally negative Lévy process (Q2467114) (← links)
- Optimizing venture capital investments in a jump diffusion model (Q2482689) (← links)
- Optimal risk and liquidity management with costly refinancing opportunities (Q2513438) (← links)
- An impulse control of a geometric Brownian motion with quadratic costs (Q2569026) (← links)
- On optimal dividends: from reflection to refraction (Q2571216) (← links)
- A constrained non-linear regular-singular stochastic control problem, with applications. (Q2574623) (← links)
- Semismooth Newton methods with a shooting-like technique for solving a constrained free-boundary HJB equation (Q2656089) (← links)
- Optimal fee structure of variable annuities (Q2665877) (← links)
- De Finetti's control problem with competition (Q2682355) (← links)
- Irreversible reinsurance: a singular control approach (Q2682993) (← links)
- Optimal dividends under a drawdown constraint and a curious square-root rule (Q2697497) (← links)
- Dynamic programming principle for classical and singular stochastic control with discretionary stopping (Q2701082) (← links)
- Some Solvable Stochastic Control Problems With Delay (Q2706906) (← links)
- Optimal dividend control for a generalized risk model with investment incomes and debit interest (Q2868603) (← links)
- Impulse Stochastic Control for the Optimization of the Dividend Payments of the Compound Poisson Risk Model Perturbed by Diffusion (Q2905357) (← links)
- Numerical Approximation of a Cash-Constrained Firm Value with Investment Opportunities (Q2962131) (← links)
- EQUILIBRIUM EQUITY PRICE WITH OPTIMAL DIVIDEND POLICY (Q2976130) (← links)
- Excess capital, operational disaster risk, and capital requirements for banks (Q3005359) (← links)
- MANAGING CORPORATE LIQUIDITY: STRATEGIES AND PRICING IMPLICATIONS (Q3006610) (← links)
- De Finetti's Dividend Problem and Impulse Control for a Two-Dimensional Insurance Risk Process (Q3006673) (← links)
- Optimal excess-of-loss reinsurance and dividend payments with both transaction costs and taxes (Q3064017) (← links)
- Optimal dividend payments in the classical risk model when payments are subject to both transaction costs and taxes (Q3077749) (← links)
- OPTIMAL INVESTMENT AND REINSURANCE IN A JUMP DIFFUSION RISK MODEL (Q3108516) (← links)
- The Optimal Dividend Problem in the Dual Model (Q3191821) (← links)
- OPTIMAL DIVIDEND POLICY AND STOCK PRICES (Q3304212) (← links)
- A Stochastic Control Problem with Linearly Bounded Control Rates in a Brownian Model (Q3382775) (← links)
- Optimal strategies in a risky debt context (Q3396068) (← links)
