Pages that link to "Item:Q2351282"

The following pages link to Optimal dividend problems for a jump-diffusion model with capital injections and proportional transaction costs (Q2351282):

Displaying 50 items.

• Optimal dividend and capital injection problem in the dual model with proportional and fixed transaction costs (Q418074) (← links)
• A numerical approach to optimal dividend policies with capital injections and transaction costs (Q523786) (← links)
• Optimal size of business and dividend strategy in a nonlinear model with refinancing and liquidation value (Q728213) (← links)
• The filtering based auxiliary model generalized extended stochastic gradient identification for a multivariate output-error system with autoregressive moving average noise using the multi-innovation theory (Q776143) (← links)
• Data filtering based maximum likelihood gradient estimation algorithms for a multivariate equation-error system with ARMA noise (Q776148) (← links)
• Stochastic optimal control of investment and dividend payment model under debt control with time-inconsistency (Q1721442) (← links)
• Estimating the Gerber-Shiu function in the perturbed compound Poisson model by Laguerre series expansion (Q1799152) (← links)
• Optimal dividend policies with transaction costs for a class of jump-diffusion processes (Q1936828) (← links)
• Optimal reinsurance-investment and dividends problem with fixed transaction costs (Q2031387) (← links)
• Hierarchical multi-innovation stochastic gradient identification algorithm for estimating a bilinear state-space model with moving average noise (Q2087500) (← links)
• Multi-innovation gradient estimation algorithms and convergence analysis for feedback nonlinear equation-error moving average systems (Q2096137) (← links)
• Dividend and capital injection optimization with transaction cost for Lévy risk processes (Q2159454) (← links)
• Hierarchical least squares parameter estimation algorithm for two-input Hammerstein finite impulse response systems (Q2181393) (← links)
• A recursive parameter estimation algorithm for modeling signals with multi-frequencies (Q2193644) (← links)
• Hierarchical extended least squares estimation approaches for a multi-input multi-output stochastic system with colored noise from observation data (Q2205498) (← links)
• Stochastic differential reinsurance games with capital injections (Q2273971) (← links)
• Gradient estimation algorithms for the parameter identification of bilinear systems using the auxiliary model (Q2293618) (← links)
• Dividend payments in a perturbed compound Poisson model with stochastic investment and debit interest (Q2306662) (← links)
• Contagion modeling between the financial and insurance markets with time changed processes (Q2397853) (← links)
• Minimizing expected time to reach a given capital level before ruin (Q2411162) (← links)
• Optimizing venture capital investments in a jump diffusion model (Q2482689) (← links)
• Optimal asset control of a geometric Brownian motion with the transaction costs and bankruptcy permission (Q2514667) (← links)
• Optimal capital injection and dividend distribution for growth restricted diffusion models with bankruptcy (Q2520453) (← links)
• Numerical methods for optimal dividend payment and investment strategies of regime-switching jump diffusion models with capital injections (Q2628665) (← links)
• Research of dynamic asset allocations with dividend payment under jump-diffusion environment (Q2860625) (← links)
• Optimization of investment-dividend problem in a diffusion model with transaction costs and investment constraints (Q3131126) (← links)
• Optimal dividend and capital injection problem in a BMAP model (Q3180809) (← links)
• Stochastic averaging principles for multi-valued stochastic differential equations driven by poisson point Processes (Q4685703) (← links)
• Combined estimation of the parameters and states for a multivariable state‐space system in presence of colored noise (Q5000698) (← links)
• Separable multi‐innovation stochastic gradient estimation algorithm for the nonlinear dynamic responses of systems (Q5003429) (← 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)
• Optimal investment and risk control policies for an insurer in an incomplete market (Q5239078) (← links)
• Optimal dividend strategy with transaction costs for an upward jump model (Q5245418) (← links)
• Optimal dividend strategies in a dual model with capital injections (Q5962151) (← links)
• Instrumental variable‐based multi‐innovation gradient estimation for nonlinear systems with scarce measurements (Q6054508) (← links)
• Two‐stage recursive identification algorithms for a class of nonlinear time series models with colored noise (Q6061284) (← links)
• Auxiliary model‐based recursive least squares algorithm for two‐input single‐output Hammerstein output‐error moving average systems by using the hierarchical identification principle (Q6069288) (← 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 dividend and capital injection strategies in common shock dependence model with time-inconsistent preferences (Q6099193) (← links)
• Least squares parameter estimation and multi-innovation least squares methods for linear fitting problems from noisy data (Q6099491) (← links)
• Separable synthesis gradient estimation methods and convergence analysis for multivariable systems (Q6099494) (← links)
• Model transformation based distributed stochastic gradient algorithm for multivariate output-error systems (Q6109472) (← links)
• Optimal reinsurance and dividend under model uncertainty (Q6131024) (← links)
• Recursive identification of errors-in-variables systems based on the correlation analysis (Q6135540) (← links)
• Parameter estimation for a class of time‐varying systems with the invariant matrix (Q6149782) (← links)
• Optimal impulse dividend and capital injection model with proportional and fixed transaction costs (Q6180760) (← links)
• Filtered auxiliary model recursive generalized extended parameter estimation methods for Box–Jenkins systems by means of the filtering identification idea (Q6193184) (← links)
• Multi‐innovation gradient‐based iterative identification methods for feedback nonlinear systems by using the decomposition technique (Q6194657) (← links)