220 citations to https://www.mathnet.ru/rus/rm1059
-
Tingjin Yan, Kyunghyun Park, Hoi Ying Wong, “Irreversible reinsurance: A singular control approach”, Insurance: Mathematics and Economics, 107 (2022), 326
-
Jean-Paul Décamps, Stéphane Villeneuve, “Learning about profitability and dynamic cash management”, Journal of Economic Theory, 205 (2022), 105522
-
Mi Chen, Ming Zhou, Haiyan Liu, Kam Chuen Yuen, “Optimal dividends and reinsurance with capital injection under thinning dependence”, Communications in Statistics - Theory and Methods, 51:16 (2022), 5728
-
Philip A. Ernst, Michael B. Imerman, Larry Shepp, Quan Zhou, “Fiscal stimulus as an optimal control problem”, Stochastic Processes and their Applications, 150 (2022), 1091
-
Elena Bandini, Tiziano De Angelis, Giorgio Ferrari, Fausto Gozzi, “Optimal dividend payout under stochastic discounting”, Mathematical Finance, 32:2 (2022), 627
-
Matteo Basei, Haoyang Cao, Xin Guo, “Nonzero-Sum Stochastic Games and Mean-Field Games with Impulse Controls”, Mathematics of OR, 47:1 (2022), 341
-
И. Г. Поспелов, С. А. Радионов, “Решение задачи оптимизации выплаты дивидендов фирмой,
прибыль которой определяется телеграфным процессом”, Матем. заметки, 109:1 (2021), 135–149 ; I. G. Pospelov, S. A. Radionov, “Optimal Dividend Policy when Cash Surplus Follows the Telegraph Process”, Math. Notes, 109:1 (2021), 125–135
-
Yuan Chang, Muhammad Rashad, “Based on Knowledge Recognition and Using Binomial Distribution Function to Establish a Mathematical Model of Random Selection of Test Questions in the Test Bank”, Journal of Electrical and Computer Engineering, 2021 (2021), 1
-
Benjamin Avanzi, Hayden Lau, Bernard Wong, “Optimal periodic dividend strategies for spectrally negative Lévy processes with fixed transaction costs”, Scandinavian Actuarial Journal, 2021:8 (2021), 645
-
Jussi Keppo, A. Max Reppen, H. Mete Soner, “Discrete Dividend Payments in Continuous Time”, Mathematics of OR, 46:3 (2021), 895