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Optimal dividend strategies in a Cramer–Lundberg model with capital injections and administration costs
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Optimal dividend strategies in a Cramer–Lundberg model with capital injections and administration costs (2011)Optimal dividend strategies in a Cramer–L…Strategies for Dividend Distribution: A Review (2009)Strategies for Dividend Distr…Optimality results for dividend problems in insurance (2009)Optimality results for divide…Optimal financing and dividend control of the insurance company with fixed and proportional transaction costs (2008)Optimal financing and dividen…Optimal dividend strategies in a Cramér–Lundberg model with capital injections (2008)Optimal dividend strategies i…Stochastic Control in Insurance (2007)Stochastic Control in Insuran…Optimal dividend and issuance of equity policies in the presence of proportional costs (2007)Optimal dividend and issuance…On the optimal dividend problem for a spectrally negative Lévy process (2007)On the optimal dividend probl…A Note on the Dividends-Penalty Identity and the Optimal Dividend Barrier (2006)A Note on the Dividends-Penal…OPTIMAL REINSURANCE AND DIVIDEND DISTRIBUTION POLICIES IN THE CRAMÉR‐LUNDBERG MODEL (2005)OPTIMAL REINSURANCE AND DIVID…Some Optimal Dividends Problems (2004)Some Optimal Dividends Proble…Optimal Dividends (2004)Optimal DividendsOn the Time Value of Ruin (1998)On the Time Value of RuinControlled diffusion models for optimal dividend pay-out (1997)Controlled diffusion models f…Optimization of the flow of dividends (1995)Optimization of the flow of d…Optimal Consumption for General Diffusions with Absorbing and Reflecting Barriers (1984)Optimal Consumption for Gener…Point Processes and Queues (1981)Point Processes and QueuesAn introduction to mathematical risk theory (1979)Option pricing by Esscher transforms. (1995)Insurance Risk and Ruin (2005)Fluctuations of Lévy Processes with Applications (2014)The Investment, Financing, and Valuation of the Corporation (1963)De Finetti’s optimal dividends problem with an affine penalty function at ruin (2009)Optimality of the threshold dividend strategy for the compound Poisson model (2011)Theory of games and economic behavior (2019)Brownian Motion and Stochastic Flow Systems. (1987)Controlled markov processes and viscosity solutions (1994)Controlled Markov Processes and Viscosity Solutions (2005)Optimal investment for insurer with jump-diffusion risk process (2005)A TRANSFORMATION OF THE PHASE SPACE OF A DIFFUSION PROCESS THAT REMOVES THE DRIFT (1974)Controlled Diffusion Processes (1980)Continuous Martingales and Brownian Motion (1999)Applied Probability and Queues (1987)Stochastic Integration and Differential Equations (2005)On optimality of the barrier strategy in de Finetti’s dividend problem for spectrally negative Lévy processes (2008)The Theory of Scale Functions for Spectrally Negative Lévy Processes (2012)Lifetime Portfolio Selection under Uncertainty: The Continuous-Time Case (1969)Optimum consumption and portfolio rules in a continuous-time model (1971)Dynamic Asset Pricing Theory. (1993)Optimal Proportional Reinsurance Policies in a Dynamic Setting (2001)Loss Models: From Data to Decisions (1999)On Optimal Dividend Strategies In The Compound Poisson Model (2006)Modeling Term Structures of Defaultable Bonds (1999)Transform Analysis and Asset Pricing for Affine Jump-diffusions (2000)The jump-risk premia implicit in options: evidence from an integrated time-series study (2002)
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References

  • 1981Point Processes and Queues1,652 cited
  • 1998On the Time Value of Ruin786 cited
  • 1997Controlled diffusion models for optimal dividend pay-out396 cited
  • 1995Optimization of the flow of dividends320 cited
  • 2007On the optimal dividend problem for a spectrally negative Lévy process302 cited
  • 2004Optimal Dividends276 cited
  • 2007Stochastic Control in Insurance268 cited
  • 2005OPTIMAL REINSURANCE AND DIVIDEND DISTRIBUTION POLICIES IN THE CRAMÉR‐LUNDBERG MODEL246 cited
  • 2004Some Optimal Dividends Problems245 cited
  • 2009Strategies for Dividend Distribution: A Review207 cited
  • 1984Optimal Consumption for General Diffusions with Absorbing and Reflecting Barriers202 cited
  • 2009Optimality results for dividend problems in insurance158 cited
  • 2008Optimal dividend strategies in a Cramér–Lundberg model with capital injections138 cited
  • 2007Optimal dividend and issuance of equity policies in the presence of proportional costs117 cited
  • 2006A Note on the Dividends-Penalty Identity and the Optimal Dividend Barrier92 cited
  • 2008Optimal financing and dividend control of the insurance company with fixed and proportional transaction costs

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