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Optimal dividend and equity issuance problem with proportional and fixed transaction costs
16 references·1 citing·34 second hop
Optimal dividend and equity issuance problem with proportional and fixed transaction costs (2012)Optimal dividend and equity issuance prob…Optimal dividend and capital injection problem in the dual model with proportional and fixed transaction costs (2011)Optimal dividend and capital …Optimal Dividends and Capital Injections in the Dual Model with Diffusion (2010)Optimal Dividends and Capital…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…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…CLASSICAL AND IMPULSE STOCHASTIC CONTROL FOR THE OPTIMIZATION OF THE DIVIDEND AND RISK POLICIES OF AN INSURANCE FIRM (2006)CLASSICAL AND IMPULSE STOCHAS…Stochastic Integration and Differential Equations (2005)Stochastic Integration and Di…A Diffusion Model for Optimal Dividend Distribution for a Company with Constraints on Risk Control (2003)A Diffusion Model for Optimal…Excess-of-loss reinsurance for a company with debt liability and constraints on risk reduction (2001)Excess-of-loss reinsurance fo…Optimal risk control and dividend distribution policies. Example of excess-of loss reinsurance for an insurance corporation (2000)Optimal risk control and divi…Controlling Risk Exposure and Dividends Payout Schemes:Insurance Company Example (1999)Controlling Risk Exposure and…Optimal risk and dividend control for a company with a debt liability (1998)Optimal risk and dividend con…Controlled 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 control of a Brownian storage system (1978)Optimal control of a Brownian…Optimal Dividends and Capital Injections in the Dual Model with a Random Time Horizon (2014)Optimal Dividends and Capital…Stochastic Processes for Insurance and Finance (2000)Stochastic Processes for Insurance and Finance (2001)Stochastic Control in Insurance (2007)De Finetti’s optimal dividends problem with an affine penalty function at ruin (2009)Optimal dividend problems for a jump-diffusion model with captial injections and proportional transaction costs (2014)Brownian Motion and Stochastic Flow Systems. (1987)Controlled markov processes and viscosity solutions (1994)Optimal Dividends (2004)Controlled Markov Processes and Viscosity Solutions (2005)Optimal investment for insurer with jump-diffusion risk process (2005)Fluctuations of Lévy Processes with Applications (2014)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)An introduction to mathematical risk theory (1979)Aspects of Risk Theory (1991)Optimal risk and dividend distribution control models for an insurance company (2000)OPTIMAL REINSURANCE AND DIVIDEND DISTRIBUTION POLICIES IN THE CRAMÉR‐LUNDBERG MODEL (2005)Stochastic differential equations with reflecting boundary conditions (1984)Dynamic mean-variance problem with constrained risk control for the insurers (2008)Pension funds with a minimum guarantee: a stochastic control approach (2010)Brownian Motion and Stochastic Calculus (2007)Optimal reinsurance and dividend for a diffusion model with capital injection: Variance premium principle (2011)Optimal dividend distribution under Markov regime switching (2012)Applied Probability and Queues (1987)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)Optimal Bank Capital with Costly Recapitalization* (2006)Optimality results for dividend problems in insurance (2009)Strategies for Dividend Distribution: A Review (2009)Modeling Term Structures of Defaultable Bonds (1999)Transform Analysis and Asset Pricing for Affine Jump-diffusions (2000)The distribution of realized stock return volatility (2001)Impulse Control of Multidimensional Jump Diffusions (2010)
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References

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  • 2006CLASSICAL AND IMPULSE STOCHASTIC CONTROL FOR THE OPTIMIZATION OF THE DIVIDEND AND RISK POLICIES OF AN INSURANCE FIRM141 cited
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  • 2008Optimal financing and dividend control of the insurance company with fixed and proportional transaction costs

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82 cited
  • 2001Excess-of-loss reinsurance for a company with debt liability and constraints on risk reduction60 cited
  • 2010Optimal Dividends and Capital Injections in the Dual Model with Diffusion58 cited
  • Cited by

    • 2014Optimal Dividends and Capital Injections in the Dual Model with a Random Time Horizon32 cited