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On Optimal Dividend Strategies In The Compound Poisson Model
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What this work says
Outgoing claims: the papers this work cites, builds on, or argues with.
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The compound Poisson risk model with a threshold dividend strategy
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A Risk Model with Multilayer Dividend Strategy
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Moments of the Dividend Payments and Related Problems in a Markov-Modulated Risk Model
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“A Risk Model with Multilayer Dividend Strategy”, Hansjorg Albrecher and Jürgen Hartinger, April 2007
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Moments of Discounted Dividends for a Threshold Strategy in the Compound Poisson Risk Model
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Strategies for Dividend Distribution: A Review
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Robust Dividend, Financing, and Reinsurance Strategies Under Model Uncertainty with Proportional Transaction Costs
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Optimal Dividend Strategy in the Compound Poisson Model with Constant Interest
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The Compound Poisson Risk Model with Interest and a Threshold Strategy
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Optimal dividend and proportional reinsurance strategy for the risk model with common shock dependence
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Application of compound Poisson process for modelling of ore flow in a belt conveyor system with cyclic loading
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The Gerber-Shiu discounted penalty function with a threshold stratregy for classical risk model perturbed by diffusion
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Optimal dividend payment problems in piecewise-deterministic compound Poisson risk models
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A Risk Model with Reservoir and Dividend Payments
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The study on the dividend problem of companies based on the controlled feedback process
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The Optimal Dividend Problem and the Voluntary Ruin Barrier in the Compound Poisson Model with Debit Interest
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A Note on the Optimal Dividend Payments for the Jump-Diffusion Process with Solvency Constraints
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The Gerber-Shiu Discounted Penalty Function with Stochastic Interest Force under a Two-Step Premium Rate Risk Model
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Optimal dividend payments in classical risk model with capital injections and solvency constraints
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Approximations of the Optimal Dividends Barrier in Classical Risk Model
inferred← citeshttps://doi.org/10.1134/s0001434621010156openalex-snapshot
Optimal Dividend Policy when Cash Surplus Follows the Telegraph Process
inferred← citeshttps://doi.org/10.1137/130921726openalex-snapshot
Optimal Dividend Payment and Regime Switching in a Compound Poisson Risk Model
inferred← citeshttps://doi.org/10.1137/19m1304878openalex-snapshot
Optimal Ratcheting of Dividends in Insurance
inferred← citeshttps://doi.org/10.1137/23m159250xopenalex-snapshot
Optimal Ratcheting of Dividend Payout Under Brownian Motion Surplus
inferred← citeshttps://doi.org/10.1137/s0040585x97t989416openalex-snapshot
A Risk Process with Delayed Claims and Constant Dividend Barrier
inferred← citeshttps://doi.org/10.1142/s2424786317500104openalex-snapshot
Optimal dividends in the dual risk model under a stochastic interest rate
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The Ornstein-Uhlenbeck-Type Model with a Hybrid Dividend Strategy
inferred← citeshttps://doi.org/10.1155/2015/354129openalex-snapshot
Convexity of Ruin Probability and Optimal Dividend Strategies for a General Lévy Process
inferred← citeshttps://doi.org/10.1155/2018/7928953openalex-snapshot
Stochastic Optimal Control of Investment and Dividend Payment Model under Debt Control with Time-Inconsistency
inferred← citeshttps://doi.org/10.1155/2020/6282869openalex-snapshot
A Lévy Risk Model with Ratcheting Dividend Strategy and Historic High-Related Stopping
inferred← citeshttps://doi.org/10.1155/2021/2250300openalex-snapshot
Based on Knowledge Recognition and Using Binomial Distribution Function to Establish a Mathematical Model of Random Selection of Test Questions in the Test Bank
inferred← citeshttps://doi.org/10.1186/s13662-016-0746-1openalex-snapshot
Absolute ruin problems in a compound Poisson risk model with constant dividend barrier and liquid reserves
inferred← citeshttps://doi.org/10.1186/s13662-021-03378-wopenalex-snapshot
Randomized observation periods for compound Poisson risk model with capital injection and barrier dividend
inferred← citeshttps://doi.org/10.1214/17-aap1288openalex-snapshot
Optimal dividend and investment problems under Sparre Andersen model
inferred← citeshttps://doi.org/10.1239/aap/1246886621openalex-snapshot
On the expectation of total discounted operating costs up to default and its applications
inferred← citeshttps://doi.org/10.1239/jap/1331216839openalex-snapshot
Optimal Control with Absolutely Continuous Strategies for Spectrally Negative Lévy Processes
inferred← citeshttps://doi.org/10.12677/aam.2019.811207openalex-snapshot
Joint Optimal Strategy for Dividend Investment and Excess-Loss Reinsurance under Jump-Diffusion Model
inferred← citeshttps://doi.org/10.12677/aam.2019.83062openalex-snapshot
Optimal Dividend Strategy with Constrained Compound Poisson Model
inferred← citeshttps://doi.org/10.12677/aam.2023.123088openalex-snapshot
Optimal Dividend and Capital Injection Problems for Classical Models with Debit In-terest: The Case of Bounded Dividend Rates
inferred← citeshttps://doi.org/10.12677/aam.2026.151034openalex-snapshot
A Class of Dependent Risk Models with Disturbance and Dividend Strategy
inferred← citeshttps://doi.org/10.12733/jics20104015openalex-snapshot
The Explicit Solution of the Optimal Dividend Control When Premium Rate Is Less Than Maximum Dividend Rate
inferred← citeshttps://doi.org/10.1287/moor.2023.0102openalex-snapshot
Optimal Ratcheting of Dividends with Capital Injection
inferred← citeshttps://doi.org/10.1360/ssm-2024-0153openalex-snapshot
Optimal dividend and capital injection for the classical risk model with perturbation
inferred← citeshttps://doi.org/10.1360/ssm-2025-0180openalex-snapshot
Optimal control with performance dependent dividend and capital injection strategies for spectrally negative Lévy risk processes
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A discussion about several problems of a special Levy process
inferred← citeshttps://doi.org/10.21275/v5i6.nov164653openalex-snapshot
The Optimal Dividend Problem in the Continuous- Time Compound Binomial Model Under the Reinsurance Control
inferred← citeshttps://doi.org/10.2139/ssrn.6149645openalex-snapshot
Dividend Strategy from a Practical Perspective: Ratcheting-impulse and Refracting-impulse
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