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浏览/检索结果: 共4条，第1-4条 帮助 已选(0)清除 条数/页：5101520253035404550556065707580859095100   排序方式：请选择作者升序作者降序题名升序题名降序发表日期升序发表日期降序提交时间升序提交时间降序 Spectrally negative Levy risk model under Erlangized barrier strategy 期刊论文 JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS, 2019, 卷号: 351, 页码: 101-116 作者:  Dong, Hua;  Yin, Chuancun;  Dai, Hongshuai 收藏  |  浏览/下载：7/0  |  提交时间：2019/12/11 spectrally negative Levy risk process  Randomized observation  Barrier  strategy  Scale function   A pontryaghin maximum principle approach for the optimization of dividends/consumption of spectrally negative markov processes, until a generalized draw-down time 期刊论文 Scandinavian Actuarial Journal, 2019 作者:  Avram F.;  Goreac D. 收藏  |  浏览/下载：8/0  |  提交时间：2019/12/11 de finetti  dividends  dividends barrier optimization  draw-down process  First passage  optimal harvesting  scale functions  spectrally negative process  variational problem   A note on joint occupation times of spectrally negative Lévy risk processes with tax 期刊论文 Statistics and Probability Letters, 2018, 卷号: 140, 页码: 13-22 作者:  Wang, Wenyuan;  Wu, Xueyuan*;  Peng, Xingchun;  Yuen, Kam C. 收藏  |  浏览/下载：4/0  |  提交时间：2019/12/04 Brownian motion with drift  Compound Poisson process  Loss-carry-forward taxation  Occupation time  Spectrally negative Lévy process   Optimal loss-carry-forward taxation for the Levy risk model 期刊论文 INSURANCE MATHEMATICS & ECONOMICS, 2012, 卷号: 50, 期号: 1 作者:  Wang, Wenyuan;  Hu, Yijun 收藏  |  浏览/下载：2/0  |  提交时间：2019/12/05 Spectrally negative Levy process  Stochastic control  HJB equation