220 citations to https://www.mathnet.ru/rus/rm1059
  1. 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  crossref
  2. Florin Avram, Zbigniew Palmowski, Martijn R. Pistorius, “On the optimal dividend problem for a spectrally negative Lévy process”, Ann. Appl. Probab., 17:1 (2007)  crossref
  3. 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  crossref
  4. 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  crossref  mathscinet  zmath  isi
  5. Jean-Paul Décamps, Stéphane Villeneuve, “Optimal dividend policy and growth option”, Finance Stochast, 11:1 (2006), 3  crossref  mathscinet  isi
  6. 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  crossref  mathscinet  isi
  7. Masamitsu Ohnishi, Motoh Tsujimura, “An impulse control of a geometric Brownian motion with quadratic costs”, European Journal of Operational Research, 168:2 (2006), 311  crossref
  8. Hans U. Gerber, Elias S.W. Shiu, “On optimal dividends: From reflection to refraction”, Journal of Computational and Applied Mathematics, 186:1 (2006), 4  crossref
  9. Hans U. Gerber, Elias S. W. Shiu, “On The Merger Of Two Companies”, North American Actuarial Journal, 10:3 (2006), 60  crossref
  10. Hans U. Gerber, Elias S. W. Shiu, “On Optimal Dividend Strategies In The Compound Poisson Model”, North American Actuarial Journal, 10:2 (2006), 76  crossref
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