222 citations to https://www.mathnet.ru/rus/rm1059
  1. Yuying Liu, Zhaoyang Liu, Guoxin Liu, “Optimal dividend problems for Sparre Andersen risk model with bounded dividend rates”, Scandinavian Actuarial Journal, 2020:2 (2020), 128  crossref
  2. Etienne Chevalier, Vathana Ly Vath, Alexandre Roch, “Optimal Dividend and Capital Structure with Debt Covenants”, J Optim Theory Appl, 187:2 (2020), 535  crossref
  3. Michael I. C. Nwogugu, Complex Systems, Multi-Sided Incentives and Risk Perception in Companies, 2019, 609  crossref
  4. Matteo Basei, “Optimal price management in retail energy markets: an impulse control problem with asymptotic estimates”, Math Meth Oper Res, 89:3 (2019), 355  crossref
  5. Michael I. C. Nwogugu, Complex Systems, Multi-Sided Incentives and Risk Perception in Companies, 2019, 537  crossref
  6. Rüdiger Frey, Lars Rösler, Dan Lu, “Corporate security prices in structural credit risk models with incomplete information”, Mathematical Finance, 29:1 (2019), 84  crossref
  7. Pablo Azcue, Nora Muler, Zbigniew Palmowski, “Optimal dividend payments for a two-dimensional insurance risk process”, Eur. Actuar. J., 9:1 (2019), 241  crossref
  8. Giorgio Ferrari, Patrick Schuhmann, “An Optimal Dividend Problem with Capital Injections over a Finite Horizon”, SIAM J. Control Optim., 57:4 (2019), 2686  crossref
  9. Michael I. C. Nwogugu, Complex Systems, Multi-Sided Incentives and Risk Perception in Companies, 2019, 783  crossref
  10. Zhengjun Jiang, “Optimal dividend policy when risk reserves follow a jump–diffusion process with a completely monotone jump density under Markov-regime switching”, Insurance: Mathematics and Economics, 86 (2019), 1  crossref
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