230 citations to https://www.mathnet.ru/rus/rm1059
  1. 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  crossref
  2. Zhang Shuaiqi, Xiong Jie, “Optimal dividend and capital injection for the classical risk model with perturbation”, Sci. Sin.-Math., 2025  crossref
  3. 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  crossref
  4. Jerome Detemple, Yerkin Kitapbayev, “The valuation of corporate securities with finite maturity debt”, IMA Journal of Management Mathematics, 2025  crossref
  5. Sijia Shen, Zijing Yu, Zhang Liu, “On the Multi-Periodic Threshold Strategy for the Spectrally Negative Lévy Risk Model”, Risks, 13:9 (2025), 162  crossref
  6. 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  crossref
  7. Tiziano De Angelis, Fabien Gensbittel, Stéphane Villeneuve, “Nash Equilibria for Dividend Distribution with Competition”, Mathematics of OR, 2025  crossref
  8. 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  crossref
  9. 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)  crossref
  10. 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  crossref
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