220 citations to https://www.mathnet.ru/rus/rm1059
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Zhao Jinyan, Liu Guoxin, 2010 Third International Conference on Information and Computing, 2010, 81
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Xin Guo, Guoliang Wu, “Smooth Fit Principle for Impulse Control of Multidimensional Diffusion Processes”, SIAM J Control Optim, 48:2 (2009), 594
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Erhan Bayraktar, Masahiko Egami, “A unified treatment of dividend payment problems under fixed cost and implementation delays”, Mathematical Methods of OR, 2009
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Diana Dorobantu, Maria Elvira Mancino, Monique Pontier, “Optimal strategies in a risky debt context”, Stochastics An International Journal of Probability and Stochastic Processes, 81:3-4 (2009), 269
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Jiezhong Zou, Zhenzhong Zhang, Jiankang Zhang, “Optimal Dividend Payouts Under Jump-Diffusion Risk Processes”, Stochastic Models, 25:2 (2009), 332
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R.L. Loeffen, “An optimal dividends problem with transaction costs for spectrally negative Lévy processes”, Insurance: Mathematics and Economics, 45:1 (2009), 41
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Angelos Dassios, Shanle Wu, “On barrier strategy dividends with Parisian implementation delay for classical surplus processes”, Insurance: Mathematics and Economics, 45:2 (2009), 195
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Benjamin Avanzi, “Strategies for Dividend Distribution”, North American Actuarial Journal, 13:2 (2009), 217
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John A Major, “The Firm-Value Risk Model”, SSRN Journal, 2009
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Chuming Wang, Menghai Wang, Shengnan Dong, 2009 International Conference on Management and Service Science, 2009, 1