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Cited by

• 1997Controlled diffusion models for optimal dividend pay-out396 cited
• 2005Minimizing the Probability of Ruin When Claims Follow Brownian Motion with Drift308 cited
• 2004Optimal Dividends276 cited
• 2001Optimal Proportional Reinsurance Policies in a Dynamic Setting271 cited
• 2005The application of continuous-time random walks in finance and economics269 cited
• 2000Optimal risk control and dividend distribution policies. Example of excess-of loss reinsurance for an insurance corporation252 cited
• 2011Optimal time-consistent investment and reinsurance policies for mean-variance insurers216 cited
• 2003Pricing of catastrophe reinsurance and derivatives using the Cox process with shot noise intensity198 cited
• 2006On a risk model with dependence between interclaim arrivals and claim sizes188 cited
• 2000Optimal risk and dividend distribution control models for an insurance company176 cited
• 2007Loss Distribution Approach for Operational Risk175 cited
• 1998Large Deviations of Heavy-Tailed Sums with Applications in Insurance175 cited
• 2009Optimality results for dividend problems in insurance158 cited
• 2011Optimal time-consistent investment and reinsurance strategies for insurers under Heston’s SV model