Pages that link to "Item:Q418074"

The following pages link to Optimal dividend and capital injection problem in the dual model with proportional and fixed transaction costs (Q418074):

Displaying 50 items.

• Equilibrium dividend strategy with non-exponential discounting in a dual model (Q274116) (← links)
• Optimal dividend-financing strategies in a dual risk model with time-inconsistent preferences (Q282263) (← links)
• Dividends and reinsurance under a penalty for ruin (Q414614) (← links)
• Optimal dividend strategies in a delayed claim risk model with dividends discounted by stochastic interest rates (Q494698) (← links)
• Optimal debt ratio and dividend payment strategies with reinsurance (Q495502) (← links)
• Optimal debt ratio and consumption strategies in financial crisis (Q495747) (← links)
• A numerical approach to optimal dividend policies with capital injections and transaction costs (Q523786) (← links)
• Optimal financing and dividend strategies in a dual model with proportional costs (Q620016) (← links)
• On finite-time ruin probabilities in a generalized dual risk model with dependence (Q726237) (← links)
• Risk-sensitive dividend problems (Q726241) (← links)
• Optimal dividend and capital injection strategy with a penalty payment at ruin: restricted dividend payments (Q784387) (← links)
• Optimal periodic dividend strategies for spectrally positive Lévy risk processes with fixed transaction costs (Q784453) (← links)
• Optimal dividends and capital injections in the dual model with a random time horizon (Q887106) (← links)
• Optimal dividend and capital injection strategy with excess-of-loss reinsurance and transaction costs (Q1716949) (← links)
• On the dual risk model with Parisian implementation delays in dividend payments (Q1752782) (← links)
• Risk- and value-based management for non-life insurers under solvency constraints (Q1754147) (← links)
• The optimal dividend payout model with terminal values and its application (Q1992849) (← links)
• Optimal dividends in the dual model under transaction costs (Q2015482) (← links)
• An algorithm based on an iterative optimal stopping method for Feller processes with applications to impulse control, perturbation, and possibly zero random discount problems (Q2095165) (← links)
• On a doubly reflected risk process with running maximum dependent reflecting barriers (Q2104057) (← links)
• Fiscal stimulus as an optimal control problem (Q2145819) (← links)
• Dividend and capital injection optimization with transaction cost for Lévy risk processes (Q2159454) (← links)
• Management of online server congestion using optimal demand throttling (Q2183341) (← links)
• Optimal equilibrium barrier strategies for time-inconsistent dividend problems in discrete time (Q2212144) (← links)
• Optimal dividends and capital injection under dividend restrictions (Q2216195) (← links)
• Periodic dividends and capital injections for a spectrally negative Lévy risk process under absolute ruin (Q2221520) (← links)
• Optimal dividend and risk control policies in the presence of a fixed transaction cost (Q2223849) (← links)
• On a class of non-zero-sum stochastic differential dividend games with regime switching (Q2242076) (← links)
• On a spectrally negative Lévy risk process with periodic dividends and capital injections (Q2273741) (← links)
• Stochastic differential reinsurance games with capital injections (Q2273971) (← links)
• Parisian ruin with a threshold dividend strategy under the dual Lévy risk model (Q2292187) (← links)
• Optimal dividends with an affine penalty (Q2318336) (← links)
• Precommitted investment strategy versus time-consistent investment strategy for a dual risk model (Q2321564) (← links)
• Optimal investment and dividend for an insurer under a Markov regime switching market with high gain tax (Q2338478) (← links)
• Optimal dividend problems for a jump-diffusion model with capital injections and proportional transaction costs (Q2351282) (← links)
• Optimal dividend-equity issuance strategy in a dual model with fixed and proportional transaction costs (Q2355355) (← links)
• Optimal dividends and capital injections for a spectrally positive Lévy process (Q2358466) (← links)
• Optimal periodic dividend and capital injection problem for spectrally positive Lévy processes (Q2397860) (← links)
• Optimal dividend and capital injection strategy with fixed costs and restricted dividend rate for a dual model (Q2438431) (← links)
• Optimal dividend and equity issuance problem with proportional and fixed transaction costs (Q2447412) (← links)
• Optimal asset control of a geometric Brownian motion with the transaction costs and bankruptcy permission (Q2514667) (← links)
• Numerical methods for optimal dividend payment and investment strategies of regime-switching jump diffusion models with capital injections (Q2628665) (← links)
• A Markov decision problem in a risk model with interest rate and Markovian environment (Q2629544) (← links)
• Optimal dividend and equity issuance in the perturbed dual model under a penalty for ruin (Q2807687) (← links)
• Optimal control problem for an insurance surplus model with debt liability (Q2875739) (← links)
• Optimal impulse control for dividend and capital injection with proportional reinsurance and exponential premium principle (Q2979011) (← links)
• AN OPTIMAL DIVIDEND POLICY WITH DELAYED CAPITAL INJECTIONS (Q3191189) (← links)
• PORTFOLIO SELECTION BY MINIMIZING THE PRESENT VALUE OF CAPITAL INJECTION COSTS (Q4563735) (← links)
• General drawdown-based de Finetti optimization for spectrally negative Lévy risk processes (Q4684956) (← links)
• Optimal stochastic impulse and regular control for capital injections: A hybrid strategy (Q5063955) (← links)