220 citations to https://www.mathnet.ru/rus/rm1059
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Xiaoqing Liang, Zbigniew Palmowski, “A note on optimal expected utility of dividend payments with proportional reinsurance”, Scandinavian Actuarial Journal, 2018:4 (2018), 275
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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
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Romuald Elie, Ludovic Moreau, Dylan Possamaï, “On a Class of Path-Dependent Singular Stochastic Control Problems”, SIAM J. Control Optim., 56:5 (2018), 3260
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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
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Hansjoerg Albrecher, Nicole BBuerle, Martin Bladt, “Dividends: From Refracting to Ratcheting”, SSRN Journal, 2018
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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
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Benjamin Avanzi, Hayden Lau, Bernard Wong, “Optimal Periodic Dividend Strategies for Spectrally Positive Lévy Risk Processes With Fixed Transaction Costs”, SSRN Journal, 2018
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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
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Delia Coculescu, Jean‐Charles Rochet, “SHAREHOLDER RISK MEASURES”, Mathematical Finance, 28:1 (2018), 5
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Bo Li, Xiaowen Zhou, “On weighted occupation times for refracted spectrally negative Lévy processes”, Journal of Mathematical Analysis and Applications, 466:1 (2018), 215