Pages that link to "Item:Q4884260"

The following pages link to Optimization of the flow of dividends (Q4884260):

Displaying 50 items.

• OPTIMAL DIVIDEND PAYMENTS WHEN CASH RESERVES FOLLOW A JUMP-DIFFUSION PROCESS (Q3553258) (← links)
• Pricing Asset Scheduling Flexibility using Optimal Switching (Q3617303) (← links)
• Optimal Dividend Payouts Under Jump-Diffusion Risk Processes (Q3643190) (← links)
• A two-dimensional dividend problem for collaborating companies and an optimal stopping problem (Q4562061) (← links)
• ON THE INTERFACE BETWEEN OPTIMAL PERIODIC AND CONTINUOUS DIVIDEND STRATEGIES IN THE PRESENCE OF TRANSACTION COSTS (Q4563782) (← links)
• Optimal dividend policies for piecewise-deterministic compound Poisson risk models (Q4576905) (← links)
• A note on optimal expected utility of dividend payments with proportional reinsurance (Q4583594) (← links)
• Expected Supremum Representation of the Value of a Singular Stochastic Control Problem (Q4599715) (← links)
• SHAREHOLDER RISK MEASURES (Q4635029) (← links)
• Optimal Dividend Strategy for a General Diffusion Process with Time-Inconsistent Preferences and Ruin Penalty (Q4635250) (← links)
• On the relationship between the stochastic maximum principle and dynamic programming in singular stochastic control^† (Q4648585) (← links)
• On a Class of Path-Dependent Singular Stochastic Control Problems (Q4684782) (← links)
• NON-ROBUSTNESS OF SOME IMPULSE CONTROL PROBLEMS WITH RESPECT TO INTERVENTION COSTS (Q4797322) (← links)
• Discrete Dividend Payments in Continuous Time (Q4958548) (← links)
• Bayesian Dividend Optimization and Finite Time Ruin Probabilities (Q4981823) (← links)
• Short Communication: American Student Loans: Repayment and Valuation (Q4988552) (← links)
• Optimal reinsurance and dividends with transaction costs and taxes under thinning structure (Q4990510) (← links)
• Optimal periodic dividend strategies for spectrally negative Lévy processes with fixed transaction costs (Q5014491) (← links)
• On Optimal Dividend Strategies In The Compound Poisson Model (Q5018718) (← links)
• On The Merger Of Two Companies (Q5018730) (← links)
• Ruin Minimization for Insurers with Borrowing Constraints (Q5022533) (← links)
• Strategies for Dividend Distribution: A Review (Q5029064) (← links)
• Nonzero-Sum Stochastic Games and Mean-Field Games with Impulse Controls (Q5076703) (← links)
• Optimal Dividend Strategies with Reinsurance under Contagious Systemic Risk (Q5080491) (← 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)
• Optimal dividends and reinsurance with capital injection under thinning dependence (Q5093750) (← links)
• (Q5096721) (← links)
• Optimal Parisian-type dividend payments penalized by the number of claims for the classical and perturbed classical risk process (Q5122737) (← 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)
• Optimal Control of Brownian Inventory Models with Convex Holding Cost: Average Cost Case (Q5168872) (← links)
• ON THE OPTIMAL DIVIDEND PROBLEM FOR A SPECTRALLY POSITIVE LÉVY PROCESS (Q5214827) (← links)
• Optimal dividend problems for Sparre Andersen risk model with bounded dividend rates (Q5217904) (← links)
• An Optimal Dividend Problem with Capital Injections over a Finite Horizon (Q5232239) (← links)
• Stochastic optimal control on dividend policies with bankruptcy (Q5238199) (← links)
• Optimal dividend strategy with transaction costs for an upward jump model (Q5245418) (← links)
• Stochastic impulse control with regime switching for the optimal dividend policy when there are business cycles, taxes and fixed costs (Q5410806) (← links)
• Optimal dividend payments until ruin of diffusion processes when payments are subject to both fixed and proportional costs (Q5426464) (← links)
• (Q5471174) (← links)
• CLASSICAL AND IMPULSE STOCHASTIC CONTROL FOR THE OPTIMIZATION OF THE DIVIDEND AND RISK POLICIES OF AN INSURANCE FIRM (Q5472784) (← links)
• Optimal risk control and dividend policies under excess of loss reinsurance (Q5711152) (← links)
• Optimal Dividends (Q5715949) (← links)
• Corporate security prices in structural credit risk models with incomplete information (Q5743118) (← links)
• On the optimality of the refraction-reflection strategies for Lévy processes (Q6044251) (← links)
• Optimal dividend payout under stochastic discounting (Q6054423) (← links)
• The de Finetti Problem with Uncertain Competition (Q6057793) (← links)
• The Maximality Principle in Singular Control with Absorption and Its Applications to the Dividend Problem (Q6180251) (← links)
• On optimality of barrier dividend control under endogenous regime switching with application to Chapter 11 bankruptcy (Q6183320) (← links)
• On de Finetti's optimal impulse dividend control problem under Chapter 11 bankruptcy (Q6184308) (← links)