220 citations to https://www.mathnet.ru/rus/rm1059
  1. Huyên Pham, From Stochastic Calculus to Mathematical Finance, 2006, 547  crossref
  2. Liu Bin, Liu Chao, 2006 International Conference on Management Science and Engineering, 2006, 2284  crossref
  3. 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  crossref  mathscinet  zmath
  4. Hailiang Yang, Lihong Zhang, “Optimal investment for insurer with jump-diffusion risk process”, Insurance: Mathematics and Economics, 37:3 (2005), 615  crossref
  5. Jean-Charles Rochet, Stéphane Villeneuve, “Corporate portfolio management”, Annals of Finance, 1:3 (2005), 225  crossref
  6. 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  crossref
  7. Christian Irgens, Jostein Paulsen, “Optimal control of risk exposure, reinsurance and investments for insurance portfolios”, Insurance: Mathematics and Economics, 35:1 (2004), 21  crossref
  8. Adam J. Ostaszewski, “‘Equity smirks’ and embedded options: the shape of a firm's value function”, Accounting and Business Research, 34:4 (2004), 301  crossref
  9. Hans U. Gerber, Elias S. W. Shiu, “Optimal Dividends”, North American Actuarial Journal, 8:1 (2004), 1  crossref
  10. Tahir Choulli, Michael Taksar, Xun Yu Zhou, “Interplay between dividend rate and business constraints for a financial corporation”, Ann. Appl. Probab., 14:4 (2004)  crossref
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