Keywords: استراتژی مانع; primary; 91B30; secondary; 60K10; 60G44; Optimal dividends; Penalty payments; Barrier strategy; Diffusion process;
مقالات ISI استراتژی مانع (ترجمه نشده)
مقالات زیر هنوز به فارسی ترجمه نشده اند.
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Keywords: استراتژی مانع; 60G44; 60K30; 60J25; Dividends; Capital injections; Tax; Barrier strategy; Hamilton-Jacobi-Bellman equation;
Keywords: استراتژی مانع; Dividend payments; Optimal control; Expected time of ruin constraint; Barrier strategy; Dual problem;
Keywords: استراتژی مانع; C44; C61; G24; G32; G35; Dual model; Barrier strategy; Erlangization; Dividends; Ruin;
On optimal joint reflective and refractive dividend strategies in spectrally positive Lévy models
Keywords: استراتژی مانع; C44; C61; G24; G32; G35; Surplus models; Optimal dividends; Threshold strategy; Barrier strategy; Transaction costs;
Dividend problems in the dual model with diffusion and exponentially distributed observation time
Keywords: استراتژی مانع; 62P05; 91B30; 91B70Dividend; Ruin; Barrier strategy
On the expected discounted dividends in the Cramér-Lundberg risk model with more frequent ruin monitoring than dividend decisions
Keywords: استراتژی مانع; Compound Poisson risk model; Barrier strategy; Dividend decisions; Randomized observations; Erlangization;
Optimal dividend problem with a terminal value for spectrally positive Lévy processes
Keywords: استراتژی مانع; 93E20; 60G51; Barrier strategy; Dual model; Optimal dividend strategy; Scale functions; Spectrally positive Lévy process; Stochastic control;
Exit problems for jump processes with applications to dividend problems
Keywords: استراتژی مانع; primary, 60J75, 60G51; secondary, 91B30, 91G20Jump diffusion; First passage time; Hyper-exponential distribution; Dividend payment; Barrier strategy; Threshold strategy
Lévy risk model with two-sided jumps and a barrier dividend strategy
Keywords: استراتژی مانع; G22; G33; 91B30; 60J75; 60H10; Risk model; Barrier strategy; Lévy process; Two-sided jump; Time of ruin; Deficit; Expected discounted dividend; Optimal dividend barrier; Integro-differential operator; Double exponential distribution; Reflected jump-diffu
On optimality of the barrier strategy for a general Lévy risk process
Keywords: استراتژی مانع; Lévy processes; Optimal dividend problem; Complete monotonicity; Barrier strategy; Scale function; Probability of ruin
Optimal dividends and bankruptcy procedures: Analysis of the Ornstein–Uhlenbeck process
Keywords: استراتژی مانع; Optimal dividend policy; Barrier strategy; Bankruptcy procedures; Excursion time; Occupation time; Ornstein–Uhlenbeck process
Optimality of the barrier strategy in de Finetti’s dividend problem for spectrally negative Lévy processes: An alternative approach
Keywords: استراتژی مانع; 60G51; 40J50Spectrally negative Lévy process; Optimal dividend problem; Scale function; Log-convexity; Complete monotonicity; Convexity; Barrier strategy
Stochastic optimization algorithms for barrier dividend strategies
Keywords: استراتژی مانع; 91B30; 91B70; 62L20; 62P05Dividend optimization; Barrier strategy; Stochastic approximation
Optimal dividend strategies in a Cramér-Lundberg model with capital injections
Keywords: استراتژی مانع; C61; IM50; IM13; Stochastic control; Hamilton-Jacobi-Bellman equation; Dividend; Capital injection; Barrier strategy;
The Gerber-Shiu expected discounted penalty function for risk processes with interest and a constant dividend barrier
Keywords: استراتژی مانع; 0167-6687; Barrier strategy; Compound Poisson; Integro-differential equation; Expected discounted penalty function; Time of ruin; Stochastic return on investments;