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Dividend Strategy from a Practical Perspective: Ratcheting-impulse and Refracting-impulse

https://doi.org/10.2139/ssrn.6149645
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Outgoing claims: the papers this work cites, builds on, or argues with.

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New Dividend Strategies
inferredcites →https://doi.org/10.1007/978-3-642-37632-0openalex-snapshot
Fluctuations of Lévy Processes with Applications: Introductory Lectures
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Smoothness of scale functions for spectrally negative Lévy processes
inferredcites →https://doi.org/10.1007/s10100-013-0304-9openalex-snapshot
Optimal impulse control of a portfolio with a fixed transaction cost
inferredcites →https://doi.org/10.1007/s10957-020-01682-1openalex-snapshot
Optimality of Impulse Control Problem in Refracted Lévy Model with Parisian Ruin and Transaction Costs
inferredcites →https://doi.org/10.1007/s10959-009-0220-zopenalex-snapshot
Convexity and Smoothness of Scale Functions and de Finetti’s Control Problem
inferredcites →https://doi.org/10.1007/s11009-014-9414-7openalex-snapshot
The Markov Additive Risk Process Under an Erlangized Dividend Barrier Strategy
inferredcites →https://doi.org/10.1016/j.amc.2017.07.048openalex-snapshot
The compound Poisson risk model under a mixed dividend strategy
inferredcites →https://doi.org/10.1016/j.cam.2007.08.015openalex-snapshot
The perturbed Sparre Andersen model with a threshold dividend strategy
inferredcites →https://doi.org/10.1016/j.spl.2011.07.022openalex-snapshot
Optimality of the threshold dividend strategy for the compound Poisson model
inferredcites →https://doi.org/10.1016/j.spl.2023.109978openalex-snapshot
A note on the optimal dividends problem with transaction costs in a spectrally negative Lévy model with Parisian ruin
inferredcites →https://doi.org/10.1017/asb.2014.12openalex-snapshot
ON THE OPTIMAL DIVIDEND PROBLEM FOR A SPECTRALLY POSITIVE LÉVY PROCESS
inferredcites →https://doi.org/10.1080/03461238.2011.624686openalex-snapshot
Randomized observation periods for the compound Poisson risk model: the discounted penalty function
inferredcites →https://doi.org/10.1080/03461238.2018.1481454openalex-snapshot
Periodic threshold-type dividend strategy in the compound Poisson risk model
inferredcites →https://doi.org/10.1080/03461238.2022.2163512openalex-snapshot
A refracted Lévy process with delayed dividend pullbacks
inferredcites →https://doi.org/10.1080/10920277.1998.10595671openalex-snapshot
On the Time Value of Ruin
inferredcites →https://doi.org/10.1080/10920277.2006.10596249openalex-snapshot
On Optimal Dividend Strategies In The Compound Poisson Model
inferredcites →https://doi.org/10.1080/10920277.2007.10597447openalex-snapshot
A Risk Model with Multilayer Dividend Strategy
inferredcites →https://doi.org/10.1111/mafi.12223openalex-snapshot
Optimal dividend policies with random profitability
inferredcites →https://doi.org/10.1137/18m119567xopenalex-snapshot
Optimal Dividend Distribution Under Drawdown and Ratcheting Constraints on Dividend Rates
inferredcites →https://doi.org/10.1137/19m1304878openalex-snapshot
Optimal Ratcheting of Dividends in Insurance
inferredcites →https://doi.org/10.1137/20m1387171openalex-snapshot
Optimal Ratcheting of Dividends in a Brownian Risk Model
inferredcites →https://doi.org/10.1137/23m159250xopenalex-snapshot
Optimal Ratcheting of Dividend Payout Under Brownian Motion Surplus
inferredcites →https://doi.org/10.1137/23m1594248openalex-snapshot
Refraction Strategies in Stochastic Control: Optimality for a General Lévy Process Model
inferredcites →https://doi.org/10.1214/aoap/1075828052openalex-snapshot
Exit problems for spectrally negative Lévy processes and applications to (Canadized) Russian options
inferredcites →https://doi.org/10.1239/jap/1208358957openalex-snapshot
Evaluating Scale Functions of Spectrally Negative Lévy Processes
inferredcites →https://doi.org/10.1287/moor.2023.0102openalex-snapshot
Optimal Ratcheting of Dividends with Capital Injection
inferredcites →https://doi.org/10.3390/risks4040037openalex-snapshot
A Note on Realistic Dividends in Actuarial Surplus Models
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