Pages that link to "Item:Q4906410"
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The following pages link to Optimal Dividend Strategies for a Compound Poisson Process Under Transaction Costs and Power Utility (Q4906410):
Displaying 17 items.
- A numerical approach to optimal dividend policies with capital injections and transaction costs (Q523786) (← links)
- Classical and impulse control for the optimization of dividend and proportional reinsurance policies with regime switching (Q613607) (← links)
- Optimal dividend and capital injection strategy with a penalty payment at ruin: restricted dividend payments (Q784387) (← links)
- Optimal dividend policy in an insurance company with contagious arrivals of claims (Q829004) (← links)
- Stationary distribution of the surplus in a risk model with dividends and reinvestments (Q892877) (← links)
- Optimal dividends in the dual model under transaction costs (Q2015482) (← links)
- The policy iteration algorithm for a compound Poisson process applied to optimal dividend strategies under a Cramér-Lundberg risk model (Q2146337) (← links)
- Optimal dividend strategy under Parisian ruin with affine penalty (Q2157383) (← links)
- On Gerber-Shiu functions and optimal dividend distribution for a Lévy risk process in the presence of a penalty function (Q2354887) (← links)
- Optimal dividend strategies with time-inconsistent preferences and transaction costs in the Cramér-Lundberg model (Q2397851) (← links)
- AN OPTIMAL DIVIDEND POLICY WITH DELAYED CAPITAL INJECTIONS (Q3191189) (← links)
- Singular stochastic control model for algae growth management in dam downstream (Q3300934) (← links)
- PERSONAL NON-LIFE INSURANCE DECISIONS AND THE WELFARE LOSS FROM FLAT DEDUCTIBLES (Q4629472) (← links)
- A perturbation approach to optimal investment, liability ratio, and dividend strategies (Q5083407) (← links)
- Some optimisation problems in insurance with a terminal distribution constraint (Q6169663) (← links)
- A markov-modulated risk model with transaction costs and threshold dividend strategy (Q6171882) (← links)
- A note on the optimal dividends problem with transaction costs in a spectrally negative Lévy model with Parisian ruin (Q6192584) (← links)
