Pages that link to "Item:Q732157"
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The following pages link to Optimality of the barrier strategy in de Finetti's dividend problem for spectrally negative Lévy processes: an alternative approach (Q732157):
Displaying 17 items.
- On optimality of the barrier strategy for a general Lévy risk process (Q636448) (← 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)
- Estimating the Gerber-Shiu function in a Lévy risk model by Laguerre series expansion (Q1624625) (← links)
- On optimal periodic dividend strategies for Lévy risk processes (Q1641138) (← 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)
- Stochastic optimal control of investment and dividend payment model under debt control with time-inconsistency (Q1721442) (← links)
- Estimating the Gerber-Shiu expected discounted penalty function for Lévy risk model (Q2296488) (← links)
- Alternative approach to the optimality of the threshold strategy for spectrally negative Lévy processes (Q2439244) (← links)
- On the non-optimality of horizontal barrier strategies in the Sparre Andersen model (Q2895133) (← links)
- An Optimal Dividends Problem with a Terminal Value for Spectrally Negative Lévy Processes with a Completely Monotone Jump Density (Q3621149) (← links)
- On the complete monotonicity of the compound geometric convolution with applications in risk theory (Q4576842) (← links)
- General drawdown-based de Finetti optimization for spectrally negative Lévy risk processes (Q4684956) (← links)
- A pontryaghin maximum principle approach for the optimization of dividends/consumption of spectrally negative markov processes, until a generalized draw-down time (Q5242231) (← 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)
