Pages that link to "Item:Q974817"

The following pages link to Optimal dividend strategies in a Cramér-Lundberg model with capital injections (Q974817):

Displaying 45 items.

• 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 Lévy 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)
• (Q3566025) (← 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)
• Optimizing the expected utility of dividend payments for a Cramér–Lundberg risk process (Q4595459) (← links)
• Dividends with tax and capital injection in a spectrally negative Lévy risk model (Q4686499) (← links)
• Optimal Dividend Strategies for a Compound Poisson Process Under Transaction Costs and Power Utility (Q4906410) (← links)
• A Free Boundary Problem of Liquidity Management for Optimal Dividend and Insurance in Finite Horizon (Q5000635) (← links)
• Optimal periodic dividend strategies for spectrally negative Lévy processes with fixed transaction costs (Q5014491) (← links)
• Strategies for Dividend Distribution: A Review (Q5029064) (← links)
• A stochastic model for the optimal allocation of hydropower flexibility in renewable energy markets (Q5071666) (← links)
• Dividends and capital injections in a renewal model with Erlang distributed inter-arrival times (Q5083399) (← links)
• A perturbation approach to optimal investment, liability ratio, and dividend strategies (Q5083407) (← links)
• Optimal dividends and reinsurance with capital injection under thinning dependence (Q5093750) (← 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)
• Stochastic optimal control on dividend policies with bankruptcy (Q5238199) (← links)
• Optimal dividend strategy with transaction costs for an upward jump model (Q5245418) (← links)
• ON THE COMPOUND POISSON RISK MODEL WITH PERIODIC CAPITAL INJECTIONS (Q5745200) (← links)
• Parisian excursion with capital injection for drawdown reflected Lévy insurance risk process (Q5881713) (← links)
• Optimal dividend strategies in a dual model with capital injections (Q5962151) (← links)
• On a time-changed Lévy risk model with capital injections and periodic observation (Q6094062) (← links)
• Optimal dividend bands revisited: a gradient-based method and evolutionary algorithms (Q6096076) (← links)
• Time-inconsistent view on a dividend problem with penalty (Q6096077) (← links)
• Optimal dividend and capital injection strategies in common shock dependence model with time-inconsistent preferences (Q6099193) (← links)
• A scale function based approach for solving integral-differential equations in insurance risk models (Q6160571) (← links)
• Optimal singular dividend control with capital injection and affine penalty payment at ruin (Q6163063) (← links)
• On the ruin probabilities in a discrete time insurance risk process with capital injections and reinsurance (Q6167554) (← links)
• Optimal payout strategies when Bruno de Finetti meets model uncertainty (Q6543153) (← links)
• Linearisation techniques and the dual algorithm for a class of mixed singular/continuous control problems in reinsurance. II: Numerical aspects (Q6585497) (← links)
• Different topological solution structures in a two-dimensional controlled ruin problem depending on the optimization criterion (Q6647802) (← links)