230 citations to https://www.mathnet.ru/rus/rm1059
  1. Aili Zhang, Zhang Liu, “A Lévy Risk Model with Ratcheting Dividend Strategy and Historic High-Related Stopping”, Mathematical Problems in Engineering, 2020 (2020), 1  crossref
  2. A. Max Reppen, Jean‐Charles Rochet, H. Mete Soner, “Optimal dividend policies with random profitability”, Mathematical Finance, 30:1 (2020), 228  crossref
  3. Alex S. L. Tse, “Dividend policy and capital structure of a defaultable firm”, Mathematical Finance, 30:3 (2020), 961  crossref
  4. WEIPING LI, “OPTIMAL DIVIDEND POLICY AND STOCK PRICES”, Int. J. Theor. Appl. Finan., 23:04 (2020), 2050023  crossref
  5. Jukka Isohätälä, Alistair Milne, Donald Robertson, “The Net Worth Trap: Investment and Output Dynamics in the Presence of Financing Constraints”, Mathematics, 8:8 (2020), 1327  crossref
  6. Stefan Kremsner, Alexander Steinicke, Michaela Szölgyenyi, “A Deep Neural Network Algorithm for Semilinear Elliptic PDEs with Applications in Insurance Mathematics”, Risks, 8:4 (2020), 136  crossref
  7. Yuying Liu, Zhaoyang Liu, Guoxin Liu, “Optimal dividend problems for Sparre Andersen risk model with bounded dividend rates”, Scandinavian Actuarial Journal, 2020:2 (2020), 128  crossref
  8. Etienne Chevalier, Vathana Ly Vath, Alexandre Roch, “Optimal Dividend and Capital Structure with Debt Covenants”, J Optim Theory Appl, 187:2 (2020), 535  crossref
  9. Michael I. C. Nwogugu, Complex Systems, Multi-Sided Incentives and Risk Perception in Companies, 2019, 609  crossref
  10. Matteo Basei, “Optimal price management in retail energy markets: an impulse control problem with asymptotic estimates”, Math Meth Oper Res, 89:3 (2019), 355  crossref
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