The following pages link to Optimal Dividends (Q5715949):
Displaying 50 items.
- On the optimal dividend problem for insurance risk models with surplus-dependent premiums (Q274118) (← links)
- The Markov additive risk process under an Erlangized dividend barrier strategy (Q292342) (← links)
- On a dual risk model perturbed by diffusion with dividend threshold (Q335054) (← links)
- Numerical methods for optimal dividend payment and investment strategies of Markov-modulated jump diffusion models with regular and singular controls (Q382911) (← links)
- Dividends and reinsurance under a penalty for ruin (Q414614) (← links)
- Optimal dividend and capital injection problem in the dual model with proportional and fixed transaction costs (Q418074) (← links)
- On the distribution of first exit time for Brownian motion with double linear time-dependent barriers (Q469885) (← links)
- A note on moments of dividends (Q475678) (← links)
- Optimal dividend payout for classical risk model with risk constraint (Q477499) (← links)
- Optimal debt ratio and dividend payment strategies with reinsurance (Q495502) (← links)
- On optimal dividends with exponential and linear penalty payments (Q506101) (← links)
- A numerical approach to optimal dividend policies with capital injections and transaction costs (Q523786) (← links)
- Optimal dividend strategies in the diffusion model with stochastic return on investments (Q545419) (← links)
- Asymptotically optimal dividend policy for regime-switching compound Poisson models (Q601938) (← links)
- Smoothness of certain functions in two kinds of risk models with a barrier dividend strategy (Q601959) (← links)
- On optimality of the barrier strategy for the classical risk model with interest (Q628629) (← links)
- The perturbed compound Poisson risk model with linear dividend barrier (Q629492) (← links)
- The optimal dividend barrier in the gamma-omega model (Q635980) (← links)
- Optimal dividend strategies in a Cramér-Lundberg model with capital injections and administration costs (Q635982) (← links)
- Optimality of the threshold dividend strategy for the compound Poisson model (Q645431) (← links)
- Optimal dividends and bankruptcy procedures: Analysis of the Ornstein-Uhlenbeck process (Q645698) (← links)
- The compound Poisson risk model with dependence under a multi-layer dividend strategy (Q655738) (← links)
- On barrier strategy dividends with Parisian implementation delay for classical surplus processes (Q659119) (← links)
- Expected present value of total dividends in a delayed claims risk model under stochastic interest rates (Q659244) (← links)
- Asymptotic analysis of a risk process with high dividend barrier (Q661205) (← links)
- Pricing maturity guarantee with dynamic withdrawal benefit (Q661240) (← links)
- Risk-sensitive dividend problems (Q726241) (← links)
- Optimality of the barrier strategy in de Finetti's dividend problem for spectrally negative Lévy processes: an alternative approach (Q732157) (← links)
- Optimal investment for insurer with jump-diffusion risk process (Q817297) (← links)
- Optimality of barrier dividend strategy in a jump-diffusion risk model with debit interest (Q822631) (← links)
- On a perturbed Sparre Andersen risk model with multi-layer dividend strategy (Q843170) (← links)
- A note on the perturbed compound Poisson risk model with a threshold dividend strategy (Q844049) (← links)
- The perturbed compound Poisson risk model with constant interest and a threshold dividend strategy (Q847166) (← links)
- The Gerber-Shiu expected discounted penalty function for risk processes with interest and a constant dividend barrier (Q865615) (← links)
- Optimizing expected utility of dividend payments for a Brownian risk process and a peculiar nonlinear ODE (Q868314) (← links)
- Dividend payments with a threshold strategy in the compound Poisson risk model perturbed by diffusion (Q882477) (← links)
- Methods for estimating the optimal dividend barrier and the probability of ruin (Q939357) (← links)
- Ruin theory for a Markov regime-switching model under a threshold dividend strategy (Q939367) (← links)
- The perturbed Sparre Andersen model with a threshold dividend strategy (Q939541) (← links)
- On the time value of absolute ruin for a multi-layer compound Poisson model under interest force (Q947187) (← links)
- On a risk model with debit interest and dividend payments (Q951191) (← links)
- Stochastic optimization algorithms for barrier dividend strategies (Q953387) (← links)
- On optimality of the barrier strategy in de Finetti's dividend problem for spectrally negative Lévy processes (Q957513) (← links)
- Moments of the first passage time of one-dimensional diffusion with two-sided barriers (Q958974) (← links)
- A unified treatment of dividend payment problems under fixed cost and implementation delays (Q966425) (← links)
- Examples of optimal prediction in the infinite horizon case (Q973174) (← links)
- Optimal dividends with incomplete information in the dual model (Q974808) (← links)
- Optimal dividends in the dual model (Q997089) (← links)
- Optimal payout policy in presence of downside risk (Q1014300) (← links)
- Optimal dividends in the Brownian motion risk model with interest (Q1023316) (← links)
