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Optimality of the threshold dividend strategy for the compound Poisson model
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Optimality of the threshold dividend strategy for the compound Poisson model (2011)Optimality of the threshold dividend stra…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 …Stochastic Control in Insurance (2007)Stochastic Control in Insuran…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…OPTIMAL REINSURANCE AND DIVIDEND DISTRIBUTION POLICIES IN THE CRAMÉR‐LUNDBERG MODEL (2005)OPTIMAL REINSURANCE AND DIVID…Optimal Dividends (2004)Optimal DividendsOptimal dividend payouts for diffusions with solvency constraints (2003)Optimal dividend payouts for …On 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…Mathematical Methods in Risk Theory (1970)An introduction to mathematical risk theory (1979)The compound Poisson risk model with a threshold dividend strategy (2005)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)The optimal dividend barrier in the Gamma–Omega 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)Ruin Probabilities (2000)Smoothness of scale functions for spectrally negative Lévy processes (2010)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)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)Optimal Proportional Reinsurance Policies in a Dynamic Setting (2001)Optimal dividend strategies in a Cramér–Lundberg model with capital injections (2008)Optimal dividend distribution under Markov regime switching (2012)
this work references cited by second hop

References

  • 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
  • 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
  • 1984Optimal Consumption for General Diffusions with Absorbing and Reflecting Barriers202 cited
  • 2009Optimality results for dividend problems in insurance158 cited
  • 2003Optimal dividend payouts for diffusions with solvency constraints94 cited

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