Citation map · Study

SZodixStudyAcademic Library

Shelves Open access

Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated

On Optimal Dividend Strategies In The Compound Poisson Model

9 references·16 citing·26 second hop

FromToDepth

this work references cited by second hop

References

1979An introduction to mathematical risk theory914 cited
1998On the Time Value of Ruin786 cited
1970Mathematical Methods in Risk Theory718 cited
1986Actuarial Mathematics.623 cited
2000Ruin Probabilities447 cited
1997Controlled diffusion models for optimal dividend pay-out396 cited
1995Optimization of the flow of dividends320 cited
2004Some Optimal Dividends Problems245 cited
2005The Time Value of Ruin in a Sparre Andersen Model241 cited

Cited by

2009Strategies for Dividend Distribution: A Review207 cited
2005The compound Poisson risk model with a threshold dividend strategy167 cited
2009Optimality results for dividend problems in insurance158 cited
2012Exit problems for jump processes with applications to dividend problems113 cited
2011Randomized observation periods for the compound Poisson risk model: Dividends103 cited
2011Optimal dividend and capital injection problem in the dual model with proportional and fixed transaction costs100 cited
2008On a dual model with a dividend threshold

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

97 cited

2006A Note on the Dividends-Penalty Identity and the Optimal Dividend Barrier92 cited

2011Optimality of the threshold dividend strategy for the compound Poisson model91 cited

2010Refracted Lévy processes91 cited

2005On optimal dividends: From reflection to refraction86 cited

2013An extension of Paulsen–Gjessing’s risk model with stochastic return on investments80 cited

2013Gerber–Shiu Risk Theory80 cited

2014Robust optimal strategies for an insurer with reinsurance and investment under benchmark and mean-variance criteria80 cited

2007The compound Poisson risk model with multiple thresholds78 cited

2006Dividend maximization under consideration of the time value of ruin76 cited