Pages that link to "Item:Q5426464"

The following pages link to Optimal dividend payments until ruin of diffusion processes when payments are subject to both fixed and proportional costs (Q5426464):

Displaying 46 items.

• Equilibrium dividend strategy with non-exponential discounting in a dual model (Q274116) (← links)
• Optimal dividend payout for classical risk model with risk constraint (Q477499) (← links)
• Classical and impulse control for the optimization of dividend and proportional reinsurance policies with regime switching (Q613607) (← links)
• Impulse control of proportional reinsurance with constraints (Q638026) (← links)
• Optimal dividends and bankruptcy procedures: Analysis of the Ornstein-Uhlenbeck process (Q645698) (← links)
• An optimal dividends problem with transaction costs for spectrally negative Lévy processes (Q659091) (← links)
• On non-trivial barrier solutions of the dividend problem for a diffusion under constant and proportional transaction costs (Q713215) (← links)
• Optimal dividend payments under a time of ruin constraint: exponential claims (Q896757) (← links)
• A unified treatment of dividend payment problems under fixed cost and implementation delays (Q966425) (← links)
• Maximizing a robust goal-reaching probability with penalization on ambiguity (Q1757373) (← links)
• Optimal dividend policies for a class of growth-restricted diffusion processes under transaction costs and solvency constraints (Q1761455) (← links)
• Optimal dividend policies with transaction costs for a class of jump-diffusion processes (Q1936828) (← links)
• Dividend optimization for jump-diffusion model with solvency constraints (Q1984693) (← links)
• The optimal dividend payout model with terminal values and its application (Q1992849) (← links)
• Optimal dividend policy when cash surplus follows the telegraph process (Q2037638) (← links)
• Dividend problem with Parisian delay for a spectrally negative Lévy risk process (Q2247926) (← links)
• Classical and impulse stochastic control on the optimization of dividends with residual capital at bankruptcy (Q2398740) (← links)
• Optimal dividends with debts and nonlinear insurance risk processes (Q2445995) (← links)
• Dividend optimization for regime-switching general diffusions (Q2513600) (← links)
• Optimal asset control of a geometric Brownian motion with the transaction costs and bankruptcy permission (Q2514667) (← links)
• Moment and polynomial bounds for ruin-related quantities in risk theory (Q2672152) (← links)
• De Finetti's control problem with competition (Q2682355) (← links)
• Optimal dividend control for a generalized risk model with investment incomes and debit interest (Q2868603) (← links)
• Impulse Stochastic Control for the Optimization of the Dividend Payments of the Compound Poisson Risk Model Perturbed by Diffusion (Q2905357) (← links)
• (Q2950547) (← links)
• De Finetti's Dividend Problem and Impulse Control for a Two-Dimensional Insurance Risk Process (Q3006673) (← links)
• Optimal dividend payments in the classical risk model when payments are subject to both transaction costs and taxes (Q3077749) (← links)
• OPTIMAL DIVIDEND PAYMENTS WHEN CASH RESERVES FOLLOW A JUMP-DIFFUSION PROCESS (Q3553258) (← links)
• Optimal Dividend Payouts Under Jump-Diffusion Risk Processes (Q3643190) (← links)
• OPTIMAL FINANCING AND DIVIDEND DISTRIBUTION WITH TRANSACTION COSTS IN THE CASE OF RESTRICTED DIVIDEND RATES (Q4563793) (← links)
• Barrier present value maximization for a diffusion model of insurance surplus (Q4575383) (← links)
• Dividend optimization for general diffusions with restricted dividend payment rates (Q4576916) (← links)
• Optimal Dividend Strategy for a General Diffusion Process with Time-Inconsistent Preferences and Ruin Penalty (Q4635250) (← links)
• Optimal Dividend Strategies for a Compound Poisson Process Under Transaction Costs and Power Utility (Q4906410) (← links)
• Optimal reinsurance and dividends with transaction costs and taxes under thinning structure (Q4990510) (← links)
• Stochastic optimal control on impulse dividend model with stochastic returns (Q5015991) (← links)
• Strategies for Dividend Distribution: A Review (Q5029064) (← links)
• Moment-constrained optimal dividends: precommitment and consistent planning (Q5084790) (← links)
• Optimal Impulse Control for Growth-Restricted Linear Diffusions with Regime Switching (Q5145602) (← links)
• Optimal Control of Brownian Inventory Models with Convex Holding Cost: Average Cost Case (Q5168872) (← links)
• Stochastic optimal control on dividend policies with bankruptcy (Q5238199) (← links)
• Optimal dividend strategy with transaction costs for an upward jump model (Q5245418) (← links)
• OPTIMAL DIVIDEND–REINSURANCE WITH TWO TYPES OF PREMIUM PRINCIPLES (Q5358076) (← links)
• (Q5398742) (← links)
• A Measure Approach for Continuous Inventory Models: Discounted Cost Criterion (Q5502183) (← links)
• Optimal dividend-penalty policies for a piecewise-deterministic compound Poisson risk model with transaction costs (Q6536944) (← links)