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A Diffusion Model for Optimal Dividend Distribution for a Company with Constraints on Risk Control

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2009Optimal investment and reinsurance of an insurer with model uncertainty95 cited
2003Optimal dividend payouts for diffusions with solvency constraints94 cited
2004Optimal dynamic portfolio selection for a corporation with controllable risk and dividend distribution policy88 cited
2005Optimal partially reversible investment with entry decision and general production function

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2011Optimal reinsurance and dividend for a diffusion model with capital injection: Variance premium principle69 cited

2007Optimal dividend payments until ruin of diffusion processes when payments are subject to both fixed and proportional costs69 cited

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2015Time-consistent mean-variance reinsurance-investment strategy for insurers under CEV model60 cited

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

2006Optimal combinational quota‐share and excess‐of‐loss reinsurance policies in a dynamic setting57 cited

2010OPTIMAL DIVIDEND PAYMENTS WHEN CASH RESERVES FOLLOW A JUMP-DIFFUSION PROCESS55 cited