Pages that link to "Item:Q2273741"
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The following pages link to On a spectrally negative Lévy risk process with periodic dividends and capital injections (Q2273741):
Displaying 10 items.
- Spectrally negative Lévy risk model under Erlangized barrier strategy (Q1715797) (← links)
- On a doubly reflected risk process with running maximum dependent reflecting barriers (Q2104057) (← links)
- Hamilton-Jacobi-Bellman-Isaacs equation for rational inattention in the long-run management of river environments under uncertainty (Q2122611) (← links)
- Randomized observation periods for compound Poisson risk model with capital injection and barrier dividend (Q2166946) (← links)
- Periodic dividends and capital injections for a spectrally negative Lévy risk process under absolute ruin (Q2221520) (← links)
- Spectrally negative Lévy processes with applications in risk theory (Q2726729) (← links)
- On optimal periodic dividend and capital injection strategies for spectrally negative Lévy models (Q4611286) (← links)
- Dividends with tax and capital injection in a spectrally negative Lévy risk model (Q4686499) (← links)
- Optimal time-consistent social health insurance and private health insurance strategy under a new health insurance framework (Q6580733) (← links)
- Optimal periodic dividends with penalty payments under a diffusion model (Q6641291) (← links)
