220 citations to https://www.mathnet.ru/rus/rm1059
  1. Sandun Perera, Hongwei Long, “An approximation scheme for impulse control with random reaction periods”, Operations Research Letters, 45:6 (2017), 585  crossref
  2. 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  crossref
  3. Hui Zhi, Jiangyan Pu, “On a dual risk model perturbed by diffusion with dividend threshold”, Chin. Ann. Math. Ser. B, 37:5 (2016), 777  crossref
  4. 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  crossref
  5. 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  crossref
  6. Adeline Peter Mtunya, Philip Ngare, Yaw Nkansah-Gyekye, “On Steady Dividend Payment under Functional Mean Reversion Speed”, JMF, 06:03 (2016), 368  crossref
  7. Nataliya Klimenko, Santiago Moreno-Bromberg, “The shadow costs of repos and bank liability structure”, Journal of Economic Dynamics and Control, 65 (2016), 1  crossref
  8. Peter Carr, Pratik Worah, “Optimal rates from eigenvalues”, Finance Research Letters, 16 (2016), 230  crossref
  9. Erwan Pierre, Stéphane Villeneuve, Xavier Warin, “Liquidity management with decreasing returns to scale and secured credit line”, Finance Stoch, 20:4 (2016), 809  crossref
  10. Dominique Henriet, Nataliya Klimenko, Jean-Charles Rochet, “The Dynamics of Insurance Prices”, Geneva Risk Insur Rev, 41:1 (2016), 2  crossref
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