220 citations to https://www.mathnet.ru/rus/rm1059
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Jostein Paulsen, “Optimal dividend payments until ruin of diffusion processes when payments are subject to both fixed and proportional costs”, Advances in Applied Probability, 39:3 (2007), 669
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Florin Avram, Zbigniew Palmowski, Martijn R. Pistorius, “On the optimal dividend problem for a spectrally negative Lévy process”, Ann. Appl. Probab., 17:1 (2007)
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Jostein Paulsen, “Optimal dividend payments until ruin of diffusion processes when payments are subject to both fixed and proportional costs”, Adv. Appl. Probab., 39:03 (2007), 669
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Abel Cadenillas, Tahir Choulli, Michael Taksar, Lei Zhang, “CLASSICAL AND IMPULSE STOCHASTIC CONTROL FOR THE OPTIMIZATION OF THE DIVIDEND AND RISK POLICIES OF AN INSURANCE FIRM”, Math financ, 16:1 (2006), 181
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Jean-Paul Décamps, Stéphane Villeneuve, “Optimal dividend policy and growth option”, Finance Stochast, 11:1 (2006), 3
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Vathana Ly Vath, Mohamed Mnif, Huyên Pham, “A model of optimal portfolio selection under liquidity risk and price impact”, Finance Stochast, 11:1 (2006), 51
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Masamitsu Ohnishi, Motoh Tsujimura, “An impulse control of a geometric Brownian motion with quadratic costs”, European Journal of Operational Research, 168:2 (2006), 311
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Hans U. Gerber, Elias S.W. Shiu, “On optimal dividends: From reflection to refraction”, Journal of Computational and Applied Mathematics, 186:1 (2006), 4
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Hans U. Gerber, Elias S. W. Shiu, “On The Merger Of Two Companies”, North American Actuarial Journal, 10:3 (2006), 60
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Hans U. Gerber, Elias S. W. Shiu, “On Optimal Dividend Strategies In The Compound Poisson Model”, North American Actuarial Journal, 10:2 (2006), 76