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Cited by

• 2019Optimal dynamic reinsurance policies under a generalized Denneberg’s absolute deviation principle60 cited
• 2011Classical and singular stochastic control for the optimal dividend policy when there is regime switching58 cited
• 2013Optimal reinsurance strategies in regime-switching jump diffusion models: Stochastic differential game formulation and numerical methods48 cited
• 2010Optimal Risk Control for The Excess of Loss Reinsurance Policies45 cited
• 2010On optimal reinsurance, dividend and reinvestment strategies43 cited
• 2012Numerical solutions of optimal risk control and dividend optimization policies under a generalized singular control formulation42 cited
• 2012Optimal dividend and equity issuance problem with proportional and fixed transaction costs39 cited
• 2012Dividends and reinsurance under a penalty for ruin39 cited
• 2011Optimal Mixed Impulse-Equity Insurance Control Problem With Reinsurance39 cited
• 2009Optimal excess-of-loss reinsurance and dividend payments with both transaction costs and taxes37 cited
• 2010Classical and Impulse Control for the Optimization of Dividend and Proportional Reinsurance Policies with Regime Switching37 cited
• 2003A constrained non-linear regular-singular stochastic control problem, with applications27 cited