Pages that link to "Item:Q2313748"
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The following pages link to Optimal threshold strategies with capital injections in a spectrally negative Lévy risk model (Q2313748):
Displaying 6 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)
- Dividend and capital injection optimization with transaction cost for Lévy risk processes (Q2159454) (← links)
- Optimal dividends and capital injections for a spectrally positive Lévy process (Q2358466) (← links)
- Equilibrium dividend strategies for spectrally negative Lévy processes with time value of ruin and random time horizon (Q5092703) (← links)
- Optimality of Threshold Strategies for Spectrally Negative Lévy Processes and a Positive Terminal Value at Creeping Ruin (Q6640251) (← links)