Pages that link to "Item:Q2015644"

The following pages link to Optimal dividend problem with a terminal value for spectrally positive Lévy processes (Q2015644):

Displaying 23 items.

• Hierarchical Newton and least squares iterative estimation algorithm for dynamic systems by transfer functions based on the impulse responses (Q5025821) (← links)
• Maximum likelihood iterative identification approaches for multivariable equation-error moving average systems (Q5026619) (← links)
• Data filtering-based parameter and state estimation algorithms for state-space systems disturbed by coloured noises (Q5026778) (← links)
• Recursive identification for multivariate autoregressive equation-error systems with autoregressive noise (Q5027843) (← 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)
• ON THE OPTIMAL DIVIDEND PROBLEM FOR A SPECTRALLY POSITIVE LÉVY PROCESS (Q5214827) (← links)
• Highly computationally efficient state filter based on the delta operator (Q5240975) (← links)
• Stable dividends under linear-quadratic optimisation (Q6053106) (← links)
• The modified extended Kalman filter based recursive estimation for Wiener nonlinear systems with process noise and measurement noise (Q6073603) (← links)
• Maximum likelihood least squares‐based iterative methods for output‐error bilinear‐parameter models with colored noises (Q6078915) (← links)
• Parameter identification of a nonlinear radial basis function‐based state‐dependent autoregressive network with autoregressive noise via the filtering technique and the multiinnovation theory (Q6082923) (← links)
• Optimal dividends for regulated insurers with a nonlinear penalty (Q6106371) (← links)
• The dual risk model under a mixed ratcheting and periodic dividend strategy (Q6107529) (← links)
• A Lévy risk model with ratcheting and barrier dividend strategies (Q6112832) (← links)
• Recursive identification of errors-in-variables systems based on the correlation analysis (Q6135540) (← links)
• A dual risk model with additive and proportional gains: ruin probability and dividends (Q6159397) (← links)
• Robust Dividend, Financing, and Reinsurance Strategies Under Model Uncertainty with Proportional Transaction Costs (Q6583001) (← links)
• Multi-innovation gradient estimation algorithms for multivariate equation-error autoregressive moving average systems based on the filtering technique (Q6598653) (← links)
• Hierarchical multi-innovation generalised extended stochastic gradient methods for multivariable equation-error autoregressive moving average systems (Q6598747) (← links)
• Improved least-squares identification for multiple-output non-linear stochastic systems (Q6598862) (← links)
• Partially-coupled gradient-based iterative algorithms for multivariable output-error-like systems with autoregressive moving average noises (Q6609022) (← links)
• Parameter estimation for a multi-input multi-output state-space system with unmeasurable states through the data filtering technique (Q6611544) (← links)
• Optimality of Threshold Strategies for Spectrally Negative Lévy Processes and a Positive Terminal Value at Creeping Ruin (Q6640251) (← links)