SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
Optimization of the flow of dividends
3 references·16 citing·40 second hop
Optimization of the flow of dividends (1995)Optimization of the flow of dividendsContinuous Martingales and Brownian Motion (1999)Continuous Martingales and Br…Controlled Diffusion Processes (1980)Controlled Diffusion ProcessesA TRANSFORMATION OF THE PHASE SPACE OF A DIFFUSION PROCESS THAT REMOVES THE DRIFT (1974)A TRANSFORMATION OF THE PHASE…Fluctuations of Lévy Processes with Applications (2014)Fluctuations of Lévy Processe…Dynamic Investment, Capital Structure, and Debt Overhang (2014)Dynamic Investment, Capital S…Free Cash Flow, Issuance Costs, and Stock Prices (2011)Free Cash Flow, Issuance Cost…A theory of corporate financial decisions with liquidity and solvency concerns (2010)A theory of corporate financi…Strategies for Dividend Distribution: A Review (2009)Strategies for Dividend Distr…Optimality results for dividend problems in insurance (2009)Optimality results for divide…On optimality of the barrier strategy in de Finetti’s dividend problem for spectrally negative Lévy processes (2008)On optimality of the barrier …On the optimal dividend problem for a spectrally negative Lévy process (2007)On the optimal dividend probl…On Optimal Dividend Strategies In The Compound Poisson Model (2006)On Optimal Dividend Strategie…CLASSICAL AND IMPULSE STOCHASTIC CONTROL FOR THE OPTIMIZATION OF THE DIVIDEND AND RISK POLICIES OF AN INSURANCE FIRM (2006)CLASSICAL AND IMPULSE STOCHAS…A model of optimal portfolio selection under liquidity risk and price impact (2006)A model of optimal portfolio …Optimal investment for insurer with jump-diffusion risk process (2005)Optimal investment for insure…Optimal Dividends (2004)Optimal DividendsSome Solvable Stochastic Control Problems With Delay (2000)Some Solvable Stochastic Cont…Optimal risk control and dividend distribution policies. Example of excess-of loss reinsurance for an insurance corporation (2000)Optimal risk control and divi…Optimal risk and dividend distribution control models for an insurance company (2000)Optimal risk and dividend dis…Mathematical Methods in Risk Theory (1970)An introduction to mathematical risk theory (1979)On the Time Value of Ruin (1998)The compound Poisson risk model with a threshold dividend strategy (2005)On stochastic differential equations (1951)On the uniqueness of solutions of stochastic differential equations (1971)ON STRONG SOLUTIONS AND EXPLICIT FORMULAS FOR SOLUTIONS OF STOCHASTIC INTEGRAL EQUATIONS (1981)Regularization of differential equations by fractional noise (2002)Ergodic Control of Diffusion Processes (2011)Controlled diffusion models for optimal dividend pay-out (1997)Ruin Probabilities (2000)Smoothness of scale functions for spectrally negative Lévy processes (2010)Aspects of Risk Theory (1991)Controlled Markov Processes and Viscosity Solutions (2005)OPTIMAL REINSURANCE AND DIVIDEND DISTRIBUTION POLICIES IN THE CRAMÉR‐LUNDBERG MODEL (2005)Applied Probability and Queues (1987)Stochastic Integration and Differential Equations (2005)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)Some Optimal Dividends Problems (2004)Modelling of extremal events in insurance and finance (1994)Financial Modelling with Jump Processes (2003)Brownian Motion and Stochastic Calculus (2007)Optimal proportional reinsurance and investment with multiple risky assets and no-shorting constraint (2007)Optimal time-consistent investment and reinsurance policies for mean-variance insurers (2011)A class of non-zero-sum stochastic differential investment and reinsurance games (2014)The Pricing of Options and Corporate Liabilities (1973)An Introduction to Copulas (1999)Theory of rational option pricing (2005)Regularly varying measures on metric spaces: Hidden regular variation and hidden jumps (2014)Alpha-robust mean-variance reinsurance-investment strategy (2016)Gerber–Shiu distribution at Parisian ruin for Lévy insurance risk processes (2016)Stochastic Differential Utility (1992)Martingale Methods in Financial Modelling (1997)Arbitrage Theory in Continuous Time (1998)Backward Stochastic Differential Equations in Finance (1997)The Variance Gamma Process and Option Pricing (1998)A General Version of the Fundamental Theorem of Asset Pricing (1994) (2008)
this work references cited by second hop

References

  • 1999Continuous Martingales and Brownian Motion6,200 cited
  • 1980Controlled Diffusion Processes1,311 cited
  • 1974A TRANSFORMATION OF THE PHASE SPACE OF A DIFFUSION PROCESS THAT REMOVES THE DRIFT430 cited

Cited by

  • 2014Fluctuations of Lévy Processes with Applications375 cited
  • 2007On the optimal dividend problem for a spectrally negative Lévy process302 cited
  • 2005Optimal investment for insurer with jump-diffusion risk process295 cited
  • 2004Optimal Dividends276 cited
  • 2000Optimal risk control and dividend distribution policies. Example of excess-of loss reinsurance for an insurance corporation252 cited
  • 2006On Optimal Dividend Strategies In The Compound Poisson Model239 cited
  • 2008On optimality of the barrier strategy in de Finetti’s dividend problem for spectrally negative Lévy processes216 cited
  • 2009Strategies for Dividend Distribution: A Review207 cited
  • 2010A theory of corporate financial decisions with liquidity and solvency concerns198 cited
  • 2000Optimal risk and dividend distribution control models for an insurance company176 cited
  • 2011Free Cash Flow, Issuance Costs, and Stock Prices165 cited
  • 2014Dynamic Investment, Capital Structure, and Debt Overhang

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

162 cited
  • 2009Optimality results for dividend problems in insurance158 cited
  • 2000Some Solvable Stochastic Control Problems With Delay149 cited
  • 2006CLASSICAL AND IMPULSE STOCHASTIC CONTROL FOR THE OPTIMIZATION OF THE DIVIDEND AND RISK POLICIES OF AN INSURANCE FIRM141 cited
  • 2006A model of optimal portfolio selection under liquidity risk and price impact130 cited