222 citations to https://www.mathnet.ru/rus/rm1059
  1. Erwan Pierre, Stéphane Villeneuve, Xavier Warin, “Liquidity management with decreasing returns to scale and secured credit line”, Finance Stoch, 20:4 (2016), 809  crossref
  2. Dominique Henriet, Nataliya Klimenko, Jean-Charles Rochet, “The Dynamics of Insurance Prices”, Geneva Risk Insur Rev, 41:1 (2016), 2  crossref
  3. Nataliya Klimenko, Sebastian Pfeil, Jean-Charles Rochet, “Aggregate Bank Capital and Credit Dynamics”, SSRN Journal, 2016  crossref
  4. Elettra Agliardi, Rossella Agliardi, Willem Spanjers, “Corporate financing decisions under ambiguity: Pecking order and liquidity policy implications”, Journal of Business Research, 69:12 (2016), 6012  crossref
  5. Д. Б. Рохлин, Г. В. Мироненко, “Расчет оптимальных стратегий выплаты дивидендов, перестрахования и инвестирования в диффузионной модели”, Сиб. журн. индустр. матем., 18:1 (2015), 110–122  mathnet  crossref  mathscinet  elib
  6. Xiaofan Peng, Lihua Bai, Junyi Guo, “Optimal Control with Restrictions for a Diffusion Risk Model Under Constant Interest Force”, Appl Math Optim, 2015  crossref
  7. L.H.. R. Alvarez, Edward Lungu, Bernt Øksendal, “Optimal multi-dimensional stochastic harvesting with density-dependent prices”, Afr. Mat, 2015  crossref
  8. Ewa Marciniak, Zbigniew Palmowski, “On the Optimal Dividend Problem for Insurance Risk Models with Surplus-Dependent Premiums”, J Optim Theory Appl, 2015  crossref
  9. Yongwu Li, Zhongfei Li, Yan Zeng, “Equilibrium Dividend Strategy with Non-exponential Discounting in a Dual Model”, J Optim Theory Appl, 2015  crossref
  10. Chuancun Yin, K.C.huen Yuen, Ying Shen, “Convexity of Ruin Probability and Optimal Dividend Strategies for a General Lévy Process”, The Scientific World Journal, 2015 (2015), 1  crossref
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