## Found 89 Documents (Results 1–89)

### Dividends and capital injections in a renewal model with Erlang distributed inter-arrival times. (English)Zbl 1492.91313

MSC:  91G05 60K10
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### Randomized observation periods for compound Poisson risk model with capital injection and barrier dividend. (English)Zbl 1494.91035

MSC:  91B05 91G40 91G70
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### Optimal fee structure of variable annuities. (English)Zbl 1475.91321

MSC:  91G05 60H10 93E20
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### Optimality of barrier dividend strategy in a jump-diffusion risk model with debit interest. (English)Zbl 1488.60208

MSC:  60J99 91G05
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### Optimal dividend policy in an insurance company with contagious arrivals of claims. (English)Zbl 1479.91314

MSC:  91G05 49L25 93E20
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### On the probability of ruin of a joint-stock insurance company in the sparre Andersen risk model. (English. Russian original)Zbl 1461.91256

J. Math. Sci., New York 254, No. 4, 574-581 (2021); translation from Fundam. Prikl. Mat. 22, No. 3, 179-189 (2018).
MSC:  91G05 62P05
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### Optimal impulse control for growth-restricted linear diffusions with regime switching. (English)Zbl 1455.49025

MSC:  49N25 60J60 91G80
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### Optimal dividend payment in an insurance company with stationary Hawkes process. (Chinese. English summary)Zbl 1463.91110

MSC:  91G05 49L25
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### Optimal equilibrium barrier strategies for time-inconsistent dividend problems in discrete time. (English)Zbl 1452.91286

MSC:  91G05 91A80
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### Optimal capital injections and dividends with tax in a risk model in discrete time. (English)Zbl 1452.91260

MSC:  91G05 91B64
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MSC:  91Gxx
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MSC:  90-XX
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### A mathematical model and the optimal strategy in the transactions between one bank and the Central Bank. (English)Zbl 1474.91103

MSC:  91B64 60J70 60H30

MSC:  91G05

### On research about optimal dividends with penalty payments. (English)Zbl 1438.91122

MSC:  91G05 91G50 93E20
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### On a spectrally negative Lévy risk process with periodic dividends and capital injections. (English)Zbl 1425.91221

MSC:  91B30 60G51
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### In and out of equilibrium. II: Evolution in repeated games with discounting and complexity costs. (English)Zbl 1411.91078

MSC:  91A20 91A22
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### Spectrally negative Lévy risk model under Erlangized barrier strategy. (English)Zbl 1419.91356

MSC:  91B30 60G51
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### On optimal periodic dividend and capital injection strategies for spectrally negative Lévy models. (English)Zbl 1419.91380

MSC:  91B30 60G51 93E20
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### On the optimal dividend problem in the dual model with surplus-dependent premiums. (English)Zbl 1411.91306

MSC:  91B30 93E20
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### Dividends with tax and capital injection in a spectrally negative Lévy risk model. (English)Zbl 1416.91219

Theory Probab. Math. Stat. 96, 177-189 (2018) and Teor. Jmovirn. Mat. Stat. 96, 171-183 (2016).
MSC:  91B30 60G51 91B64
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### On capital injections and dividends with tax in a diffusion approximation. (English)Zbl 1402.91991

MSC:  91G99 60J60 91B64
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### Drawdown analysis for the renewal insurance risk process. (English)Zbl 1401.91159

MSC:  91B30 60K10
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### On optimal dividends with penalty payments in the Cramér-Lundberg model. (English)Zbl 1396.91313

MSC:  91B30 60J75 93E20
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### On optimal dividends with exponential and linear penalty payments. (English)Zbl 1394.91235

MSC:  91B30 60J60
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### On optimal joint reflective and refractive dividend strategies in spectrally positive Lévy models. (English)Zbl 1394.91185

MSC:  91B30 60G51
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### Optimal reinsurance approach with barrier dividend under the dynamic VaR constraint. (Chinese. English summary)Zbl 1374.91050

MSC:  91B30 49N90

### Optimal dividend strategy in a jump-diffusion model with a linear barrier constraint. (English)Zbl 1374.91045

MSC:  91B30 60J75 49N90
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### On capital injections and dividends with tax in a classical risk model. (English)Zbl 1371.91108

MSC:  91B30 62P05
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### A hyper-Erlang jump-diffusion process and applications in finance. (English)Zbl 1350.60075

MSC:  60J60 60J75 91G80
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### The Markov additive risk process under an Erlangized dividend barrier strategy. (English)Zbl 1338.91081

MSC:  91B30 60K20
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### Optimal dividend policies for piecewise-deterministic compound Poisson risk models. (English)Zbl 1401.91136

MSC:  91B30 93E20 60J75
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### A hyper-exponential jump-diffusion model under the barrier dividend strategy. (English)Zbl 1340.91045

MSC:  91B30 60J75 60H10
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MSC:  91B30
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### The moments of the discounted loss and the discounted dividends for a spectrally negative Lévy risk process. (English)Zbl 1326.60063

MSC:  60G51 91B30
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### The dividends problems of ruin in a generalized Erlang($$n$$) risk process perturbed by diffusion with a constant interest. (Chinese. English summary)Zbl 1340.91055

MSC:  91B30 62P05

MSC:  91B24
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### The optimal dividend barrier in the perturbed compound Poisson risk model with randomized observation time. (English)Zbl 1349.91148

MSC:  91B30 62P05
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### Optimal dividend problems for a jump-diffusion model with capital injections and proportional transaction costs. (English)Zbl 1328.93285

MSC:  93E20 91G80 60J75
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### Stochastic optimal control of risk processes with Lipschitz payoff functions. (English. Russian original)Zbl 1308.93229

Cybern. Syst. Anal. 50, No. 5, 774-787 (2014); translation from Kibern. Sist. Anal. No. 5, 139-154 (2014).
MSC:  93E20 91B30 91B38 93C55
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### Differentiability of dividends function on jump-diffusion risk process with a barrier dividend strategy. (English)Zbl 1321.60167

MSC:  60J75 60J60 91B30 91G80
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MSC:  91B30
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MSC:  91B30
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MSC:  91B30
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### Discrete time optimal dividend problem with constant premium and exponentially distributed claims. (English)Zbl 1295.90102

MSC:  90C40 90C46
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### Dividend problems in the dual model with diffusion and exponentially distributed observation time. (English)Zbl 1331.91101

MSC:  91B30 62P05
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### Erratum to “Lévy risk model with two-sided jumps and a barrier dividend strategy”. (English)Zbl 1291.91094

MSC:  91B30 60G51 60J75
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### On a periodic dividend barrier strategy in the dual model with continuous monitoring of solvency. (English)Zbl 1291.91088

MSC:  91B30 91G50
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### Optimal dividend problem with a terminal value for spectrally positive Lévy processes. (English)Zbl 1290.91176

MSC:  91G50 60G51 93E20
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MSC:  91B30
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### Exit problems for jump processes with applications to dividend problems. (English)Zbl 1267.91076

MSC:  91G20 60J75 60G51 91B30
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### A constant dividend barrier in a risk model with Farlie-Gumbel-Morgenstern copula. (English)Zbl 1274.91257

MSC:  91B30 62P05

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### Complete monotonicity of the probability of ruin and de Finetti’s dividend problem. (English)Zbl 1259.91072

MSC:  91B69 93E03 91B30
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### The maximum surplus before ruin and related problems in a jump-diffusion renewal risk process. (English)Zbl 1268.91085

MSC:  91B30 60G15 60K10
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### Optimal dividend strategy under the risk model with stochastic premium. (English)Zbl 1240.91076

MSC:  91B30 62P05

### Optimal dividends and bankruptcy procedures: Analysis of the Ornstein-Uhlenbeck process. (English)Zbl 1231.91044

MSC:  91A43 68Q17 90B18
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### On optimality of the barrier strategy for a general Lévy risk process. (English)Zbl 1219.91076

MSC:  91B30 60G51
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### Dividend maximization in the Cramer-Lundberg model using homotopy analysis method. (English)Zbl 1219.91070

MSC:  91B30 91G60
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### On optimality of the barrier strategy for the classical risk model with interest. (English)Zbl 1217.91088

MSC:  91B30 60J75
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### Obtaining the dividends-penalty identities by interpretation. (English)Zbl 1231.91487

MSC:  91G70 91B30
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### First-exit time and barrier strategy of a jump diffusion process with two-sided jumps. (English)Zbl 1240.91081

MSC:  91B30 62P05 60J60 60J75

### Optimal dividend strategies in the diffusion model with stochastic return on investments. (English)Zbl 1231.91247

MSC:  91B30 91G50 49L20
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### Smoothness of certain functions in two kinds of risk models with a barrier dividend strategy. (English)Zbl 1207.60057

MSC:  60K10 60J75 91B30
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### Optimal investment policy and dividend payment strategy in an insurance company. (English)Zbl 1196.91033

MSC:  91B30 91G50 91B70 49L25
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MSC:  91G20
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### Analysis of the compound Poisson surplus model with liquid reserves, interest and dividends. (English)Zbl 1205.91079

MSC:  91B30 62P05
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### On a barrier strategy for the classical risk process with constant interest force. (English)Zbl 1212.91043

MSC:  91B30 62P05

### Optimality of the barrier strategy in de Finetti’s dividend problem for spectrally negative Lévy processes: an alternative approach. (English)Zbl 1176.60034

MSC:  60G51 93E20
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### Perturbed MAP risk models with dividend barrier strategies. (English)Zbl 1180.60071

MSC:  60J75 60J25 60J60 91B30 91B70 60J27 91B26
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### Stochastic optimization algorithms for barrier dividend strategies. (English)Zbl 1152.91559

MSC:  91B28 90C15 91B30 91B70 62L20 62P05
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### Optimal dividend strategies in a Cramér-Lundberg model with capital injections. (English)Zbl 1189.91075

MSC:  91B30 91G80
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### Optimal dividend payments and reinvestments of diffusion processes with both fixed and proportional costs. (English)Zbl 1171.49027

MSC:  49N25 93E20 91B28 60J70
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### Free boundary problem from a dividend payment model with barrier strategy. (Chinese. English summary)Zbl 1174.91573

MSC:  91B64 62P05 45K05

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### Optimal dividends in the dual model. (English)Zbl 1131.91026

MSC:  91G50 91B30 60G51
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### The Gerber-Shiu expected discounted penalty function for risk processes with interest and a constant dividend barrier. (English)Zbl 1273.91456

MSC:  91G50 91B30 45J05
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MSC:  91B30

MSC:  91B30
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### Convergent infeasible interior-point trust-region methods for constrained minimization. (English)Zbl 1049.90128

MSC:  90C51 65K10 90C30
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### Optimal choice of dividend barriers for a risk process with stochastic return on investments. (English)Zbl 0894.90048

MSC:  91B30 60H10 45J05
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### Differential pursuit games. (Differentsial’nye igry preslodovaniya). (Russian)Zbl 0457.90087

Leningradskij Ordena Lenina i Ordena Trudovogo Krasnogo Znameni Gosudarstvennyj Universitet im. A. A. Zhdanova. Leningrad: Izdatel’stvo Leningradskogo Universiteta. 222 p. R. 0.89 (1977).

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