230 citations to https://www.mathnet.ru/rus/rm1059
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Romuald Elie, Ludovic Moreau, Dylan Possamaï, “On a Class of Path-Dependent Singular Stochastic Control Problems”, SIAM J. Control Optim., 56:5 (2018), 3260
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Ewa Marciniak, Zbigniew Palmowski, “On the Optimal Dividend Problem in the Dual Model with Surplus-Dependent Premiums”, J Optim Theory Appl, 179:2 (2018), 533
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Hansjoerg Albrecher, Nicole BBuerle, Martin Bladt, “Dividends: From Refracting to Ratcheting”, SSRN Journal, 2018
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Shumin Chen, Zhongfei Li, Yan Zeng, “Optimal Dividend Strategy for a General Diffusion Process with Time-Inconsistent Preferences and Ruin Penalty”, SIAM J. Finan. Math., 9:1 (2018), 274
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Benjamin Avanzi, Hayden Lau, Bernard Wong, “Optimal Periodic Dividend Strategies for Spectrally Positive Lévy Risk Processes With Fixed Transaction Costs”, SSRN Journal, 2018
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Senren Tan, Zhuo Jin, G. Yin, “Optimal dividend payment strategies with debt constraint in a hybrid regime-switching jump–diffusion model”, Nonlinear Analysis: Hybrid Systems, 27 (2018), 141
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Delia Coculescu, Jean‐Charles Rochet, “SHAREHOLDER RISK MEASURES”, Mathematical Finance, 28:1 (2018), 5
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Bo Li, Xiaowen Zhou, “On weighted occupation times for refracted spectrally negative Lévy processes”, Journal of Mathematical Analysis and Applications, 466:1 (2018), 215
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Dominique Henriet, Jean-Charles Rochet, “Modèles macroéconomiques avec frictions financières et cycles d'assurance”, Revue d'économie financière, N° 126:2 (2017), 85
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Ekaterina Bulinskaya, Springer Proceedings in Mathematics & Statistics, 208, Modern Problems of Stochastic Analysis and Statistics, 2017, 349