Pages that link to "Item:Q5092725"
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The following pages link to Optimal Ratcheting of Dividends in a Brownian Risk Model (Q5092725):
Displaying 12 items.
- Optimizing expected utility of dividend payments for a Brownian risk process and a peculiar nonlinear ODE (Q868314) (← links)
- Optimal dividends in the Brownian motion risk model with interest (Q1023316) (← links)
- Dividends: from refracting to ratcheting (Q1622509) (← links)
- On a mean reverting dividend strategy with Brownian motion (Q2445337) (← links)
- Optimal dividends under a drawdown constraint and a curious square-root rule (Q2697497) (← links)
- On Risk Model with Dividends Payments Perturbed by a Brownian Motion – An Algorithmic Approach (Q3395770) (← links)
- Optimal Dividend Distribution Under Drawdown and Ratcheting Constraints on Dividend Rates (Q4971973) (← links)
- Optimal Dividends (Q5715949) (← links)
- Stable dividends under linear-quadratic optimisation (Q6053106) (← links)
- A Lévy risk model with ratcheting and barrier dividend strategies (Q6112832) (← links)
- Optimal ratcheting of dividend payout under Brownian motion surplus (Q6608783) (← links)
- De Finetti's control problem with a concave bound on the control rate (Q6617598) (← links)