Pages that link to "Item:Q957513"
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The following pages link to On optimality of the barrier strategy in de Finetti's dividend problem for spectrally negative Lévy processes (Q957513):
Displaying 19 items.
- Optimal dividend strategy with transaction costs for an upward jump model (Q5245418) (← links)
- Comments on ‘On Optimal Dividend Payouts Under Jump-Diffusion Risk Processes’ (Q5389051) (← links)
- ON OPTIMAL DIVIDENDS IN THE DUAL MODEL (Q5398355) (← 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)
- American step-up and step-down default swaps under Lévy models (Q5746748) (← links)
- <i>q</i>-scale function, Banach contraction principle, and ultimate ruin probability in a Markov-modulated jump–diffusion risk model (Q5878641) (← links)
- Parisian excursion with capital injection for drawdown reflected Lévy insurance risk process (Q5881713) (← links)
- Stable dividends under linear-quadratic optimisation (Q6053106) (← links)
- Optimal dividend problems with a risk probability criterion (Q6053129) (← links)
- Optimal dividend bands revisited: a gradient-based method and evolutionary algorithms (Q6096076) (← links)
- A Lévy risk model with ratcheting and barrier dividend strategies (Q6112832) (← links)
- Approximating the classical risk process by stable Lévy motion (Q6169664) (← 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)
- A note on the optimal dividends problem with transaction costs in a spectrally negative Lévy model with Parisian ruin (Q6192584) (← links)
- A Lévy risk model with ratcheting dividend strategy and historic high-related stopping (Q6534551) (← links)
- An optimal multibarrier strategy for a singular stochastic control problem with a state-dependent reward (Q6622693) (← links)
- Optimality of Threshold Strategies for Spectrally Negative Lévy Processes and a Positive Terminal Value at Creeping Ruin (Q6640251) (← links)
