Pages that link to "Item:Q2323675"
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The following pages link to Optimal dividend payments for a two-dimensional insurance risk process (Q2323675):
Displaying 15 items.
- Optimal dividend payments under a time of ruin constraint: exponential claims (Q896757) (← links)
- Non-convex Hamilton-Jacobi equations with gradient constraints (Q2033013) (← links)
- A multidimensional problem of optimal dividends with irreversible switching: a convergent numerical scheme (Q2041014) (← links)
- Regression Monte Carlo for impulse control (Q2094845) (← links)
- A bivariate Laguerre expansions approach for joint ruin probabilities in a two-dimensional insurance risk process (Q2670126) (← links)
- De Finetti's Dividend Problem and Impulse Control for a Two-Dimensional Insurance Risk Process (Q3006673) (← links)
- Optimal Dividends Paid in a Foreign Currency for a Lévy Insurance Risk Model (Q3385438) (← links)
- PRICING OF CONTINGENT CLAIMS IN A TWO-DIMENSIONAL MODEL WITH RANDOM DIVIDENDS (Q3400130) (← links)
- A two-dimensional dividend problem for collaborating companies and an optimal stopping problem (Q4562061) (← links)
- On fluctuation theory for spectrally negative Lévy processes with Parisian reflection below, and applications (Q4606857) (← links)
- Optimal Ratcheting of Dividends in a Brownian Risk Model (Q5092725) (← links)
- Optimal Ratcheting of Dividends in Insurance (Q5130025) (← links)
- Distributional Study of De Finetti's Dividend Problem for a General Lévy Insurance Risk Process (Q5443742) (← links)
- Well-posedness for a transmission problem connecting first and second-order operators (Q6612250) (← links)
- Finite-time expected present value of operating costs until ruin in a bivariate risk model under periodic observation (Q6670086) (← links)
