Pages that link to "Item:Q5029064"

The following pages link to Strategies for Dividend Distribution: A Review (Q5029064):

Displaying 50 items.

• Optimal investment and dividend for an insurer under a Markov regime switching market with high gain tax (Q2338478) (← links)
• Optimal dividend problems for a jump-diffusion model with capital injections and proportional transaction costs (Q2351282) (← links)
• Optimal dividend strategies with time-inconsistent preferences and transaction costs in the Cramér-Lundberg model (Q2397851) (← links)
• Optimal dividend policies for compound Poisson processes: the case of bounded dividend rates (Q2444704) (← links)
• On a mean reverting dividend strategy with Brownian motion (Q2445337) (← links)
• An adaptive premium policy with a Bayesian motivation in the classical risk model (Q2445348) (← links)
• Dividend problems in the dual model with diffusion and exponentially distributed observation time (Q2452891) (← links)
• On dividend strategies with non-exponential discounting (Q2513612) (← 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)
• Optimal capital injection and dividend distribution for growth restricted diffusion models with bankruptcy (Q2520453) (← links)
• Optimal dividend-distribution strategy under ambiguity aversion (Q2661496) (← links)
• Sensitivity analysis of some applied probability models (Q2662914) (← links)
• On the probability of ruin of a joint-stock insurance company in the sparre Andersen risk model (Q2662925) (← links)
• Optimal fee structure of variable annuities (Q2665877) (← links)
• Optimal dividends under a drawdown constraint and a curious square-root rule (Q2697497) (← links)
• Finite horizon optimal dividend and reinsurance problem driven by a jump-diffusion process with controlled jumps (Q2701093) (← links)
• Optimal Threshold Dividend Strategies under the Compound Poisson Model with Regime Switching (Q2909993) (← links)
• Optimal Dividend Payment and Regime Switching in a Compound Poisson Risk Model (Q3451765) (← links)
• Periodic threshold-type dividend strategy in the compound Poisson risk model (Q4562058) (← links)
• A two-dimensional dividend problem for collaborating companies and an optimal stopping problem (Q4562061) (← links)
• ON THE DISTRIBUTION OF THE EXCEDENTS OF FUNDS WITH ASSETS AND LIABILITIES IN PRESENCE OF SOLVENCY AND RECOVERY REQUIREMENTS (Q4562947) (← links)
• SOME ADVANCES ON THE ERLANG(<i>n</i>) DUAL RISK MODEL (Q4563732) (← links)
• ON THE INTERFACE BETWEEN OPTIMAL PERIODIC AND CONTINUOUS DIVIDEND STRATEGIES IN THE PRESENCE OF TRANSACTION COSTS (Q4563782) (← links)
• OPTIMAL FINANCING AND DIVIDEND DISTRIBUTION WITH TRANSACTION COSTS IN THE CASE OF RESTRICTED DIVIDEND RATES (Q4563793) (← links)
• Drawdown analysis for the renewal insurance risk process (Q4575464) (← links)
• On dividends in the phase–type dual risk model (Q4577204) (← links)
• Risk Theory with Affine Dividend Payment Strategies (Q4581318) (← links)
• Optimal debt ratio and dividend strategies for an insurer under a regime-switching model (Q4634190) (← links)
• Review of statistical actuarial risk modelling (Q4966720) (← links)
• Optimal Dividend Distribution Under Drawdown and Ratcheting Constraints on Dividend Rates (Q4971973) (← links)
• Optimal Dividend Problem: Asymptotic Analysis (Q4990517) (← links)
• Optimal dividend strategy for an insurance group with contagious default risk (Q5003355) (← links)
• Optimal periodic dividend strategies for spectrally negative Lévy processes with fixed transaction costs (Q5014491) (← links)
• Dividend payments until draw-down time for risk models driven by spectrally negative Lévy processes (Q5055203) (← links)
• A dividend optimization problem with constraint of survival probability in a Markovian environment model (Q5078564) (← links)
• Modeling and asymptotic analysis of insurance company performance (Q5082734) (← links)
• A perturbation approach to optimal investment, liability ratio, and dividend strategies (Q5083407) (← links)
• Moment-constrained optimal dividends: precommitment and consistent planning (Q5084790) (← links)
• Optimal Ratcheting of Dividends in a Brownian Risk Model (Q5092725) (← links)
• An Optimal Dividend Problem with Capital Injections over a Finite Horizon (Q5232239) (← links)
• On the central management of risk networks (Q5233165) (← links)
• Optimal dividend strategies for two collaborating insurance companies (Q5233179) (← links)
• Managing the Invisible: Identifying Value-Maximizing Combinations of Risk and Capital (Q5742631) (← links)
• Optimal dividend strategy for the dual model with surplus-dependent expense (Q5875242) (← links)
• Stable dividends under linear-quadratic optimisation (Q6053106) (← links)
• Optimal dividend payout under stochastic discounting (Q6054423) (← links)
• Optimal dividend bands revisited: a gradient-based method and evolutionary algorithms (Q6096076) (← links)
• On the surplus management of funds with assets and liabilities in presence of solvency requirements (Q6098034) (← links)
• On the evaluation of ruin probabilities in a generalized dual binomial risk model using Markov property (Q6118239) (← links)