Pages that link to "Item:Q5018719"

The following pages link to Optimal Dividends In An Ornstein-Uhlenbeck Type Model With Credit And Debit Interest (Q5018719):

Displaying 34 items.

• Optimal control with restrictions for a diffusion risk model under constant interest force (Q253085) (← links)
• Ornstein-Uhlenback type Omega model (Q528231) (← links)
• Optimal dividends and bankruptcy procedures: Analysis of the Ornstein-Uhlenbeck process (Q645698) (← links)
• Optimality of barrier dividend strategy in a jump-diffusion risk model with debit interest (Q822631) (← links)
• On the time value of absolute ruin for a multi-layer compound Poisson model under interest force (Q947187) (← links)
• Stochastic optimization algorithms for barrier dividend strategies (Q953387) (← links)
• Moments of the first passage time of one-dimensional diffusion with two-sided barriers (Q958974) (← links)
• On a dual model with a dividend threshold (Q1017775) (← links)
• Optimal dividends in the Brownian motion risk model with interest (Q1023316) (← links)
• The Ornstein-Uhlenbeck-type model with a hybrid dividend strategy (Q1789925) (← links)
• Optimal dividend strategies with time-inconsistent preferences (Q1994625) (← links)
• A Markov-modulated jump-diffusion risk model with randomized observation periods and threshold dividend strategy (Q2015475) (← links)
• Singular dividend optimization for a linear diffusion model with time-inconsistent preferences (Q2183310) (← links)
• Optimal risk exposure and dividend payout policies under model uncertainty (Q2234748) (← links)
• Singular optimal dividend control for the regime-switching Cramér-Lundberg model with credit and debit interest (Q2252244) (← links)
• On the classical risk model with credit and debit interests under absolute ruin (Q2267624) (← links)
• An operator-based approach to the analysis of ruin-related quantities in jump diffusion risk models (Q2276235) (← links)
• The exit time and the dividend value function for one-dimensional diffusion processes (Q2318956) (← links)
• Dividends under threshold dividend strategy with randomized observation periods and capital-exchange agreement (Q2332731) (← links)
• Optimal investment and dividend for an insurer under a Markov regime switching market with high gain tax (Q2338478) (← links)
• On a mean reverting dividend strategy with Brownian motion (Q2445337) (← links)
• Optimal asset control of a geometric Brownian motion with the transaction costs and bankruptcy permission (Q2514667) (← links)
• The perturbed Sparre Andersen model with interest and a threshold dividend strategy (Q2516383) (← links)
• Moment and polynomial bounds for ruin-related quantities in risk theory (Q2672152) (← links)
• The Gerber-Shiu discounted penalty function: a review from practical perspectives (Q2685511) (← links)
• Optimal dividend control for a generalized risk model with investment incomes and debit interest (Q2868603) (← links)
• (Q2990974) (← links)
• ON A NEW PARADIGM OF OPTIMAL REINSURANCE: A STOCHASTIC STACKELBERG DIFFERENTIAL GAME BETWEEN AN INSURER AND A REINSURER (Q4562959) (← links)
• The maximum surplus before ruin for dependent risk models through Farlie–Gumbel–Morgenstern copula (Q4576974) (← links)
• Authors’ Reply: Optimal Dividends In An Ornstein-Uhlenbeck Type Model With Credit And Debit Interest - Discussion by Nathaniel Smith; Andrew C. Y. Ng; Jinxia Zhu (Q5018721) (← links)
• On The Merger Of Two Companies (Q5018730) (← 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)
• Moments of Discounted Dividends for a Threshold Strategy in the Compound Poisson Risk Model (Q5022546) (← links)
• Optimal dividends for regulated insurers with a nonlinear penalty (Q6106371) (← links)