Pages that link to "Item:Q659188"

The following pages link to De Finetti's optimal dividends problem with an affine penalty function at ruin (Q659188):

Displaying 50 items.

• On the optimal dividend problem for insurance risk models with surplus-dependent premiums (Q274118) (← links)
• Dividends and reinsurance under a penalty for ruin (Q414614) (← links)
• Optimal dividend strategies in a delayed claim risk model with dividends discounted by stochastic interest rates (Q494698) (← links)
• Smoothness of scale functions for spectrally negative Lévy processes (Q718902) (← links)
• Occupation times of spectrally negative Lévy processes with applications (Q719777) (← links)
• Optimal dividend and capital injection strategy with a penalty payment at ruin: restricted dividend payments (Q784387) (← links)
• Convexity and smoothness of scale functions and de Finetti's control problem (Q975331) (← 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)
• Complete discounted cash flow valuation (Q1681180) (← links)
• The dividend problem with a finite horizon (Q1704142) (← links)
• A time of ruin constrained optimal dividend problem for spectrally one-sided Lévy processes (Q1742706) (← links)
• Complete monotonicity of the probability of ruin and de Finetti's dividend problem (Q1761396) (← links)
• Parisian ruin probability for spectrally negative Lévy processes (Q1952435) (← links)
• Optimal dividend problem with a terminal value for spectrally positive Lévy processes (Q2015644) (← links)
• Revisiting optimal investment strategies of value-maximizing insurance firms (Q2038230) (← links)
• A multidimensional problem of optimal dividends with irreversible switching: a convergent numerical scheme (Q2041014) (← links)
• General drawdown based dividend control with fixed transaction costs for spectrally negative Lévy risk processes (Q2076351) (← links)
• Optimal dividend strategy under Parisian ruin with affine penalty (Q2157383) (← links)
• Dividend and capital injection optimization with transaction cost for Lévy risk processes (Q2159454) (← links)
• Dividend problem with Parisian delay for a spectrally negative Lévy risk process (Q2247926) (← links)
• Optimal dividends with an affine penalty (Q2318336) (← links)
• Optimal dividend payments for a two-dimensional insurance risk process (Q2323675) (← links)
• On Gerber-Shiu functions and optimal dividend distribution for a Lévy risk process in the presence of a penalty function (Q2354887) (← links)
• Parisian quasi-stationary distributions for asymmetric Lévy processes (Q2406780) (← links)
• Lévy risk model with two-sided jumps and a barrier dividend strategy (Q2427836) (← links)
• Alternative approach to the optimality of the threshold strategy for spectrally negative Lévy processes (Q2439244) (← links)
• A Markov decision problem in a risk model with interest rate and Markovian environment (Q2629544) (← links)
• Tax optimization with a terminal value for the Lévy risk processes (Q2691498) (← links)
• Optimal dividends under a drawdown constraint and a curious square-root rule (Q2697497) (← links)
• De Finetti's Dividend Problem and Impulse Control for a Two-Dimensional Insurance Risk Process (Q3006673) (← links)
• Optimal dividend-payout in random discrete time (Q3104433) (← links)
• The Optimal Dividend Problem in the Dual Model (Q3191821) (← links)
• Optimal Dividends Paid in a Foreign Currency for a Lévy Insurance Risk Model (Q3385438) (← links)
• Lévy insurance risk process with Poissonian taxation (Q4575450) (← links)
• Risk Theory with Affine Dividend Payment Strategies (Q4581318) (← links)
• A note on optimal expected utility of dividend payments with proportional reinsurance (Q4583594) (← links)
• On fluctuation theory for spectrally negative Lévy processes with Parisian reflection below, and applications (Q4606857) (← links)
• General drawdown-based de Finetti optimization for spectrally negative Lévy risk processes (Q4684956) (← links)
• Review of statistical actuarial risk modelling (Q4966720) (← links)
• Optimal reinsurance and dividends with transaction costs and taxes under thinning structure (Q4990510) (← links)
• Optimal dividend strategy for an insurance group with contagious default risk (Q5003355) (← links)
• Fluctuation identities for Omega-killed spectrally negative Markov additive processes and dividend problem (Q5005018) (← links)
• Optimal periodic dividend strategies for spectrally negative Lévy processes with fixed transaction costs (Q5014491) (← links)
• Optimal Parisian-type dividend payments penalized by the number of claims for the classical and perturbed classical risk process (Q5122737) (← 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)
• On the central management of risk networks (Q5233165) (← links)
• Optimal dividend strategies for two collaborating insurance companies (Q5233179) (← links)
• A refracted Lévy process with delayed dividend pullbacks (Q6096082) (← links)
• A Lévy risk model with ratcheting and barrier dividend strategies (Q6112832) (← links)