220 citations to https://www.mathnet.ru/rus/rm1059
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Yann Braouezec, Charles-Albert Lehalle, “Corporate Liquidity, Dividend Policy and Default Risk: Optimal Financial Policy and Agency Costs”, SSRN Journal, 2008
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Benjamin Avanzi, “A Review of Modern Collective Risk Theory with Dividend Strategies”, SSRN Journal, 2008
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J. P. Decamps, “Free Cash-Flow, Issuance Costs and Stock Volatility”, SSRN Journal, 2008
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Luz R. Sotomayor, Abel Cadenillas, “Classical, Singular, and Impulse Stochastic Control for the Optimal Dividend Policy when There is Regime Switching”, SSRN Journal, 2008
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Vathana Ly Vath, Huyên Pham, Stéphane Villeneuve, “A mixed singular/switching control problem for a dividend policy with reversible technology investment”, Ann. Appl. Probab., 18:3 (2008)
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BRUNO BIAIS, THOMAS MARIOTTI, GUILLAUME PLANTIN, JEAN-CHARLES ROCHET, “Dynamic Security Design: Convergence to Continuous Time and Asset Pricing Implications”, Rev Econ Studs, 74:2 (2007), 345
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Abel Cadenillas, Sudipto Sarkar, Fernando Zapatero, “OPTIMAL DIVIDEND POLICY WITH MEAN-REVERTING CASH RESERVOIR”, Math financ, 17:1 (2007), 81
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Xin Zhang, Ming Zhou, Junyi Guo, “Optimal combinational quota-share and excess-of-loss reinsurance policies in a dynamic setting”, Appl Stochastic Models Bus Ind, 23:1 (2007), 63
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Ning Wan, “Dividend payments with a threshold strategy in the compound Poisson risk model perturbed by diffusion”, Insurance: Mathematics and Economics, 40:3 (2007), 509
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J. P. Decamps, Thomas Mariotti, Stephane Villeneuve, Jean-Charles Rochet, “Issuance Costs and Stock Return Volatility”, SSRN Journal, 2007