Pages that link to "Item:Q5443742"
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The following pages link to Distributional Study of De Finetti's Dividend Problem for a General Lévy Insurance Risk Process (Q5443742):
Displaying 13 items.
- Optimal reinsurance and dividends with transaction costs and taxes under thinning structure (Q4990510) (← links)
- Strategies for Dividend Distribution: A Review (Q5029064) (← links)
- Dividend payments until draw-down time for risk models driven by spectrally negative Lévy processes (Q5055203) (← links)
- Optimal Parisian-type dividend payments penalized by the number of claims for the classical and perturbed classical risk process (Q5122737) (← links)
- A pontryaghin maximum principle approach for the optimization of dividends/consumption of spectrally negative markov processes, until a generalized draw-down time (Q5242231) (← links)
- Potential measures and expected present value of operating costs until ruin in renewal risk models with general interclaim times (Q5376475) (← links)
- Precautionary measures for credit risk management in jump models (Q5411898) (← links)
- On the Continuous and Smooth Fit Principle for Optimal Stopping Problems in Spectrally Negative Lévy Models (Q5415097) (← links)
- Distribution of the Present Value of Dividend Payments in a Lévy Risk Model (Q5443741) (← links)
- American step-up and step-down default swaps under Lévy models (Q5746748) (← 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)
- On the moments of dividends and capital injections under a variant type of Parisian ruin (Q6650732) (← links)
