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Optimal risk and dividend control for a company with a debt liability

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2006OPTIMAL DIVIDEND POLICY WITH MEAN‐REVERTING CASH RESERVOIR84 cited
2010Markowitz's Mean-Variance Asset–Liability Management with Regime Switching: A Multi-Period Model81 cited
2002Optimal Financing of a Corporation Subject To Random Returns80 cited

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2001Optimal risk control for a large corporation in the presence of returns on investments73 cited

2005A new risk-sensitive maximum principle66 cited

2011Classical and singular stochastic control for the optimal dividend policy when there is regime switching58 cited

2004Optimizing expected utility of dividend payments for a Brownian risk process and a peculiar nonlinear ODE53 cited

2012Optimal dividend and equity issuance problem with proportional and fixed transaction costs39 cited

2012Dividends and reinsurance under a penalty for ruin39 cited

2010Optimal premium policy of an insurance firm: Full and partial information37 cited

2005A class of solvable stochastic dividend optimization problems: on the general impact of flexibility on valuation31 cited

2003A constrained non-linear regular-singular stochastic control problem, with applications27 cited