Pages that link to "Item:Q636448"
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The following pages link to On optimality of the barrier strategy for a general Lévy risk process (Q636448):
Displaying 14 items.
- Optimality of the barrier strategy in de Finetti's dividend problem for spectrally negative Lévy processes: an alternative approach (Q732157) (← links)
- A hyper-exponential jump-diffusion model under the barrier dividend strategy (Q902399) (← links)
- Estimating the Gerber-Shiu function in a Lévy risk model by Laguerre series expansion (Q1624625) (← links)
- On the optimality of periodic barrier strategies for a spectrally positive Lévy process (Q1681080) (← links)
- Spectrally negative Lévy risk model under Erlangized barrier strategy (Q1715797) (← links)
- Portfolio strategy of financial market with regime switching driven by geometric Lévy process (Q1724346) (← links)
- Constant barrier strategies in a two-state Markov-modulated dual risk model (Q1942156) (← links)
- The exit time and the dividend value function for one-dimensional diffusion processes (Q2318956) (← links)
- Lévy risk model with two-sided jumps and a barrier dividend strategy (Q2427836) (← links)
- On the non-optimality of horizontal barrier strategies in the Sparre Andersen model (Q2895133) (← links)
- Stochastic averaging principles for multi-valued stochastic differential equations driven by poisson point Processes (Q4685703) (← links)
- Stochastic transitions in the Schlögl reaction model with nonextensive statistical noise and Gaussian white noise (Q5242206) (← links)
- A Lévy risk model with ratcheting and barrier dividend strategies (Q6112832) (← links)
- A Lévy risk model with ratcheting dividend strategy and historic high-related stopping (Q6534551) (← links)
