Pages that link to "Item:Q1023316"

The following pages link to Optimal dividends in the Brownian motion risk model with interest (Q1023316):

Displaying 24 items.

• Optimal control with restrictions for a diffusion risk model under constant interest force (Q253085) (← links)
• Optimal dividend strategy in compound binomial model with bounded dividend rates (Q477522) (← links)
• Optimal dividend strategies in a delayed claim risk model with dividends discounted by stochastic interest rates (Q494698) (← 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)
• Optimizing expected utility of dividend payments for a Brownian risk process and a peculiar nonlinear ODE (Q868314) (← links)
• Optimal dividends under a stochastic interest rate (Q896771) (← links)
• Optimising dividends and consumption under an exponential CIR as a discount factor (Q2216186) (← links)
• Optimal risk exposure and dividend payout policies under model uncertainty (Q2234748) (← links)
• An optimal dividend strategy in the discrete Sparre Andersen model with bounded dividend rates (Q2252188) (← links)
• The exit time and the dividend value function for one-dimensional diffusion processes (Q2318956) (← links)
• Alternative approach to the optimality of the threshold strategy for spectrally negative Lévy processes (Q2439244) (← links)
• Total duration of negative surplus for a Brownian motion risk model with interest (Q2440501) (← links)
• On a mean reverting dividend strategy with Brownian motion (Q2445337) (← links)
• Dividend optimisation: a behaviouristic approach (Q2665855) (← links)
• Optimal dividends under a drawdown constraint and a curious square-root rule (Q2697497) (← links)
• On Risk Model with Dividends Payments Perturbed by a Brownian Motion – An Algorithmic Approach (Q3395770) (← links)
• (Q3641704) (← links)
• OPTIMAL FINANCING AND DIVIDEND DISTRIBUTION WITH TRANSACTION COSTS IN THE CASE OF RESTRICTED DIVIDEND RATES (Q4563793) (← links)
• Dividend optimization for general diffusions with restricted dividend payment rates (Q4576916) (← links)
• Optimal Dividends In An Ornstein-Uhlenbeck Type Model With Credit And Debit Interest (Q5018719) (← links)
• “Optimal Dividends in an Ornstein-Uhlenbeck Type Model with Credit and Debit Interest,” by Jun Cai, Hans U. Gerber, Hailang Yang, April 2006 (Q5018752) (← links)
• Strategies for Dividend Distribution: A Review (Q5029064) (← links)
• Optimal Ratcheting of Dividends in a Brownian Risk Model (Q5092725) (← links)