220 citations to https://www.mathnet.ru/rus/rm1059
-
Huyên Pham, From Stochastic Calculus to Mathematical Finance, 2006, 547
-
Liu Bin, Liu Chao, 2006 International Conference on Management Science and Engineering, 2006, 2284
-
Mohamed Mnif, Agnès Sulem, “Optimal risk control and dividend policies under excess of loss reinsurance”, Stochastics An Int J of Probability & Stochastic Processes, 77:5 (2005), 455
-
Hailiang Yang, Lihong Zhang, “Optimal investment for insurer with jump-diffusion risk process”, Insurance: Mathematics and Economics, 37:3 (2005), 615
-
Jean-Charles Rochet, Stéphane Villeneuve, “Corporate portfolio management”, Annals of Finance, 1:3 (2005), 225
-
Xin Guo, Jun Liu, Xun Yu Zhou, “A constrained non-linear regular-singular stochastic control problem, with applications”, Stochastic Processes and their Applications, 109:2 (2004), 167
-
Christian Irgens, Jostein Paulsen, “Optimal control of risk exposure, reinsurance and investments for insurance portfolios”, Insurance: Mathematics and Economics, 35:1 (2004), 21
-
Adam J. Ostaszewski, “‘Equity smirks’ and embedded options: the shape of a firm's value function”, Accounting and Business Research, 34:4 (2004), 301
-
Hans U. Gerber, Elias S. W. Shiu, “Optimal Dividends”, North American Actuarial Journal, 8:1 (2004), 1
-
Tahir Choulli, Michael Taksar, Xun Yu Zhou, “Interplay between dividend rate and business constraints for a financial corporation”, Ann. Appl. Probab., 14:4 (2004)