230 citations to https://www.mathnet.ru/rus/rm1059
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Zhenzhong Zhang, Zheng Hua, Jinying Tong, Xin Zhao, “Optimal dividend policy for a jump-diffusion process with Markov switching”, Communications in Statistics - Simulation and Computation, 2025, 1
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Zhang Shuaiqi, Xiong Jie, “Optimal dividend and capital injection for the classical risk model with perturbation”, Sci. Sin.-Math., 2025
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Arnon Archankul, Giorgio Ferrari, Tobias Hellmann, Jacco J.J. Thijssen, “Singular control in a cash management model with ambiguity”, European Journal of Operational Research, 2025
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Jerome Detemple, Yerkin Kitapbayev, “The valuation of corporate securities with finite maturity debt”, IMA Journal of Management Mathematics, 2025
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Sijia Shen, Zijing Yu, Zhang Liu, “On the Multi-Periodic Threshold Strategy for the Spectrally Negative Lévy Risk Model”, Risks, 13:9 (2025), 162
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Jingyi Cao, Dongchen Li, Virginia R. Young, Bin Zou, “Short Communication: Equilibrium Mean-Variance Dividend Rate Strategies”, SIAM J. Finan. Math., 16:3 (2025), SC64
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Tiziano De Angelis, Fabien Gensbittel, Stéphane Villeneuve, “Nash Equilibria for Dividend Distribution with Competition”, Mathematics of OR, 2025
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Wenyuan Wang, Ruixing Ming, Yijun Hu, “On De Finetti's optimal impulse dividend control problem under Chapter 11 bankruptcy”, Acta Math Sci, 44:1 (2024), 215
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Wenyuan Wang, Xiang Yu, Xiaowen Zhou, “On Optimality of Barrier Dividend Control Under Endogenous Regime Switching with Application to Chapter 11 Bankruptcy”, Appl Math Optim, 89:1 (2024)
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Tiziano De Angelis, Erik Ekström, Marcus Olofsson, “The Maximality Principle in Singular Control with Absorption and Its Applications to the Dividend Problem”, SIAM J. Control Optim., 62:1 (2024), 91