Pages that link to "Item:Q5852469"
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The following pages link to Resultados de optimalidad para problemas de dividendos en seguros;Optimality results for dividend problems in insurance (Q5852469):
Displaying 50 items.
- Dividend maximization in a hidden Markov switching model (Q293597) (← links)
- Optimal risk transfers in insurance groups (Q362045) (← links)
- Tail behaviour of the area under a random process, with applications to queueing systems, insurance and percolations (Q383194) (← 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 optimal joint reflective and refractive dividend strategies in spectrally positive Lévy models (Q506083) (← links)
- On optimality of the barrier strategy for the classical risk model with interest (Q628629) (← 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)
- De Finetti's optimal dividends problem with an affine penalty function at ruin (Q659188) (← links)
- An elementary approach to discrete models of dividend strategies (Q659189) (← links)
- Risk-sensitive dividend problems (Q726241) (← links)
- On optimal periodic dividend strategies in the dual model with diffusion (Q743162) (← links)
- Optimal periodic dividend strategies for spectrally positive Lévy risk processes with fixed transaction costs (Q784453) (← links)
- Optimality of barrier dividend strategy in a jump-diffusion risk model with debit interest (Q822631) (← links)
- Optimal dividend policy in an insurance company with contagious arrivals of claims (Q829004) (← links)
- Optimal dividends under a stochastic interest rate (Q896771) (← links)
- Risk theory and serendipity (Q1068501) (← links)
- On optimal dividend payments and related problems (Q1121632) (← links)
- Dividends: from refracting to ratcheting (Q1622509) (← links)
- The dual risk model with dividends taken at arrival (Q1622513) (← links)
- Optimal dividend payout model with risk sensitive preferences (Q1681192) (← links)
- Optimal dividend and investment problems under Sparre Andersen model (Q1704145) (← links)
- Optimal dividends under Erlang(2) inter-dividend decision times (Q1742724) (← links)
- Dividend optimization for jump-diffusion model with solvency constraints (Q1984693) (← links)
- Optimal dividend strategies with time-inconsistent preferences (Q1994625) (← links)
- Revisiting optimal investment strategies of value-maximizing insurance firms (Q2038230) (← links)
- Fiscal stimulus as an optimal control problem (Q2145819) (← links)
- The policy iteration algorithm for a compound Poisson process applied to optimal dividend strategies under a Cramér-Lundberg risk model (Q2146337) (← links)
- Dividend and capital injection optimization with transaction cost for Lévy risk processes (Q2159454) (← links)
- Gerber-Shiu function at draw-down Parisian ruin time for the spectrally negative Lévy risk process (Q2169287) (← links)
- Stackelberg differential game for insurance under model ambiguity (Q2172035) (← links)
- Optimal dividends under Markov-modulated bankruptcy level (Q2172038) (← links)
- Optimising dividends and consumption under an exponential CIR as a discount factor (Q2216186) (← links)
- Optimal dividends and capital injection under dividend restrictions (Q2216195) (← links)
- Optimal risk exposure and dividend payout policies under model uncertainty (Q2234748) (← links)
- On the optimality of joint periodic and extraordinary dividend strategies (Q2242408) (← links)
- Optimal dividend of compound Poisson process under a stochastic interest rate (Q2244203) (← links)
- Optimal consumption under deterministic income (Q2250072) (← links)
- Stochastic optimal control of risk processes with Lipschitz payoff functions (Q2263350) (← links)
- Optimal non-proportional reinsurance control and stochastic differential games (Q2276206) (← links)
- Optimal singular dividend problem under the Sparre Andersen model (Q2302759) (← links)
- Optimal dividends with an affine penalty (Q2318336) (← links)
- Optimal dividend payments for a two-dimensional insurance risk process (Q2323675) (← links)
- Optimal dividend strategies with time-inconsistent preferences and transaction costs in the Cramér-Lundberg model (Q2397851) (← links)
- Optimal dividend and capital injection strategy with fixed costs and restricted dividend rate for a dual model (Q2438431) (← links)
- Alternative approach to the optimality of the threshold strategy for spectrally negative Lévy processes (Q2439244) (← links)
- Optimal dividend policies for compound Poisson processes: the case of bounded dividend rates (Q2444704) (← links)
- On a mean reverting dividend strategy with Brownian motion (Q2445337) (← links)
