Xiaoqing Liang, Zbigniew Palmowski, “A note on optimal expected utility of dividend payments with proportional reinsurance”, Scandinavian Actuarial Journal, 2018:4 (2018), 275
Huanqun Jiang, “Optimal barrier strategy for spectrally negative Lévy process discounted by a class of exponential Lévy processes”, Ann. actuar. sci., 12:2 (2018), 326
Romuald Elie, Ludovic Moreau, Dylan Possamaï, “On a Class of Path-Dependent Singular Stochastic Control Problems”, SIAM J. Control Optim., 56:5 (2018), 3260
Ewa Marciniak, Zbigniew Palmowski, “On the Optimal Dividend Problem in the Dual Model with Surplus-Dependent Premiums”, J Optim Theory Appl, 179:2 (2018), 533
Hansjoerg Albrecher, Nicole BBuerle, Martin Bladt, “Dividends: From Refracting to Ratcheting”, SSRN Journal, 2018
Shumin Chen, Zhongfei Li, Yan Zeng, “Optimal Dividend Strategy for a General Diffusion Process with Time-Inconsistent Preferences and Ruin Penalty”, SIAM J. Finan. Math., 9:1 (2018), 274
Benjamin Avanzi, Hayden Lau, Bernard Wong, “Optimal Periodic Dividend Strategies for Spectrally Positive Lévy Risk Processes With Fixed Transaction Costs”, SSRN Journal, 2018
Senren Tan, Zhuo Jin, G. Yin, “Optimal dividend payment strategies with debt constraint in a hybrid regime-switching jump–diffusion model”, Nonlinear Analysis: Hybrid Systems, 27 (2018), 141
Delia Coculescu, Jean‐Charles Rochet, “SHAREHOLDER RISK MEASURES”, Mathematical Finance, 28:1 (2018), 5
Bo Li, Xiaowen Zhou, “On weighted occupation times for refracted spectrally negative Lévy processes”, Journal of Mathematical Analysis and Applications, 466:1 (2018), 215