Pages that link to "Item:Q5398355"

The following pages link to ON OPTIMAL DIVIDENDS IN THE DUAL MODEL (Q5398355):

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)
• Games of singular control and stopping driven by spectrally one-sided Lévy processes (Q468726) (← links)
• On optimal joint reflective and refractive dividend strategies in spectrally positive Lévy models (Q506083) (← links)
• On optimal periodic dividend strategies in the dual model with diffusion (Q743162) (← links)
• Optimality of hybrid continuous and periodic barrier strategies in the dual model (Q781548) (← 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 dividends in the dual model (Q997089) (← links)
• On a dual model with a dividend threshold (Q1017775) (← links)
• The dual risk model with dividends taken at arrival (Q1622513) (← links)
• Optimality of multi-refraction control strategies in the dual model (Q1622523) (← links)
• On the optimal dividend problem in the dual model with surplus-dependent premiums (Q1626507) (← links)
• On the optimality of periodic barrier strategies for a spectrally positive Lévy process (Q1681080) (← links)
• A time of ruin constrained optimal dividend problem for spectrally one-sided Lévy processes (Q1742706) (← links)
• Optimal dividends in the dual model under transaction costs (Q2015482) (← links)
• Optimal dividend problem with a terminal value for spectrally positive Lévy processes (Q2015644) (← links)
• General drawdown based dividend control with fixed transaction costs for spectrally negative Lévy risk processes (Q2076351) (← links)
• Dividend and capital injection optimization with transaction cost for Lévy risk processes (Q2159454) (← links)
• Optimal expected utility of dividend payments with proportional reinsurance under VaR constraints and stochastic interest rate (Q2198915) (← links)
• Optimal dividends with partial information and stopping of a degenerate reflecting diffusion (Q2282963) (← links)
• Parisian ruin with a threshold dividend strategy under the dual Lévy risk model (Q2292187) (← links)
• Optimality of doubly reflected Lévy processes in singular control (Q2348300) (← links)
• Optimal dividend problems for a jump-diffusion model with capital injections and proportional transaction costs (Q2351282) (← 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)
• Ruin probability in the dual risk model with two revenue streams (Q2417103) (← links)
• Dividend problems in the dual model with diffusion and exponentially distributed observation time (Q2452891) (← links)
• Optimality of refraction strategies for spectrally negative Lévy processes (Q2807401) (← links)
• Inventory Control for Spectrally Positive Lévy Demand Processes (Q2976149) (← links)
• (Q3113996) (← links)
• The Optimal Dividend Problem in the Dual Model (Q3191821) (← links)
• The moments of the discounted loss and the discounted dividends for a spectrally negative Lévy risk process (Q3449925) (← links)
• REFRACTION–REFLECTION STRATEGIES IN THE DUAL MODEL (Q4563792) (← links)
• (Q4642846) (← links)
• Ghost calibration and the pricing of barrier options and CDS in spectrally one-sided Lévy models: the parabolic Laplace inversion method (Q4683049) (← links)
• On the Parisian ruin of the dual Lévy risk model (Q4684916) (← links)
• General drawdown-based de Finetti optimization for spectrally negative Lévy risk processes (Q4684956) (← links)
• OPTIMAL CAPITAL STRUCTURE WITH SCALE EFFECTS UNDER SPECTRALLY NEGATIVE LÉVY MODELS (Q4979886) (← links)
• Optimal Dividends In An Ornstein-Uhlenbeck Type Model With Credit And Debit Interest (Q5018719) (← links)
• Asymptotic analysis for optimal dividends in a dual risk model (Q5044430) (← links)
• A perturbation approach to optimal investment, liability ratio, and dividend strategies (Q5083407) (← links)
• The<i>W</i>,<i>Z</i>scale functions kit for first passage problems of spectrally negative Lévy processes, and applications to control problems (Q5135954) (← links)
• Optimality of refraction strategies for a constrained dividend problem (Q5203951) (← links)
• ON THE OPTIMAL DIVIDEND PROBLEM FOR A SPECTRALLY POSITIVE LÉVY PROCESS (Q5214827) (← links)
• HJB Equations with Gradient Constraint Associated with Controlled Jump-Diffusion Processes (Q5232220) (← links)
• ULTRA-FAST PRICING BARRIER OPTIONS AND CDSs (Q5357515) (← links)
• (Q5398742) (← links)
• On the Continuous and Smooth Fit Principle for Optimal Stopping Problems in Spectrally Negative Lévy Models (Q5415097) (← links)
• Optimal dividend strategy for the dual model with surplus-dependent expense (Q5875242) (← links)