220 citations to https://www.mathnet.ru/rus/rm1059
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Sandun Perera, Hongwei Long, “An approximation scheme for impulse control with random reaction periods”, Operations Research Letters, 45:6 (2017), 585
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Benjamin Avanzi, Vincent Tu, Bernard Wong, “ON THE INTERFACE BETWEEN OPTIMAL PERIODIC AND CONTINUOUS DIVIDEND STRATEGIES IN THE PRESENCE OF TRANSACTION COSTS”, ASTIN Bull., 46:3 (2016), 709
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Hui Zhi, Jiangyan Pu, “On a dual risk model perturbed by diffusion with dividend threshold”, Chin. Ann. Math. Ser. B, 37:5 (2016), 777
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Shumin Chen, Xi Wang, Yinglu Deng, Yan Zeng, “Optimal dividend-financing strategies in a dual risk model with time-inconsistent preferences”, Insurance: Mathematics and Economics, 67 (2016), 27
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P. R. Vittal, V. Thangaraj, S. Najeema, “Stochastic Finance of a Company Associated with Ruin, Restricted Reserve, Dividends and Dividend Strategy”, J Indian Soc Probab Stat, 17:2 (2016), 125
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Adeline Peter Mtunya, Philip Ngare, Yaw Nkansah-Gyekye, “On Steady Dividend Payment under Functional Mean Reversion Speed”, JMF, 06:03 (2016), 368
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Nataliya Klimenko, Santiago Moreno-Bromberg, “The shadow costs of repos and bank liability structure”, Journal of Economic Dynamics and Control, 65 (2016), 1
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Peter Carr, Pratik Worah, “Optimal rates from eigenvalues”, Finance Research Letters, 16 (2016), 230
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Erwan Pierre, Stéphane Villeneuve, Xavier Warin, “Liquidity management with decreasing returns to scale and secured credit line”, Finance Stoch, 20:4 (2016), 809
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Dominique Henriet, Nataliya Klimenko, Jean-Charles Rochet, “The Dynamics of Insurance Prices”, Geneva Risk Insur Rev, 41:1 (2016), 2