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On a mean reverting dividend strategy with Brownian motion
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On a mean reverting dividend strategy with Brownian motion (2012)On a mean reverting dividend strategy wit…Introduction to Stochastic Calculus with Applications (2012)Introduction to Stochastic Ca…Strategies for Dividend Distribution: A Review (2009)Strategies for Dividend Distr…Optimality results for dividend problems in insurance (2009)Optimality results for divide…Payout policy in the 21st century (2005)Payout policy in the 21st cen…Introduction to Stochastic Calculus with Applications (2005)Introduction to Stochastic Ca…Some Optimal Dividends Problems (2004)Some Optimal Dividends Proble…Optimal Dividends (2004)Optimal DividendsContinuous Martingales and Brownian Motion (1999)Continuous Martingales and Br…Methods of Mathematical Finance (1998)Methods of Mathematical Finan…Controlled diffusion models for optimal dividend pay-out (1997)Controlled diffusion models f…On the Mathematical Theory of Risk (1994)On the Mathematical Theory of…Stochastic Differential Equations (1992)Stochastic Differential Equat…Martingales and insurance risk (1989)Martingales and insurance riskGames of Economic Survival with Discrete- and Continuous-Income Processes (1972)Games of Economic Survival wi…Mathematical Methods in Risk Theory. (1971)Mathematical Methods in Risk …Mathematical Methods in Risk Theory (1970)Mathematical Methods in Risk …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)Fluctuations of Lévy Processes with Applications (2014)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)On optimality of the barrier strategy in de Finetti’s dividend problem for spectrally negative Lévy processes (2008)An introduction to mathematical risk theory (1979)On the Time Value of Ruin (1998)Loss Models: From Data to Decisions (1999)On Optimal Dividend Strategies In The Compound Poisson Model (2006)The Cost of Capital, Corporation Finance and the Theory of Investment (1958)Dividend Policy, Growth, and the Valuation of Shares (1961)Agency Costs of Free Cash Flow, Corporate Finance, and Takeovers (1986)The Economic Implications of Corporate Financial Reporting (2004)The economic implications of corporate financial reporting (2005)Corporate governance and firm cash holdings in the US (2007)Backward Stochastic Differential Equations in Finance (1997)The Variance Gamma Process and Option Pricing (1998)Overconfidence and Speculative Bubbles (2003)Applied Stochastic Processes and Control for Jump-Diffusions: Modeling, Analysis and Computation (2007)Subexponential tails of discounted aggregate claims in a time-dependent renewal risk model (2010)Numerical Solution of Stochastic Differential Equations (2016)A Jump-Diffusion Model for Option Pricing (2002)Arbitrage Theory in Continuous Time (2004)Intermediary Asset Pricing (2013)Estimates for the probability of ruin with special emphasis on the possibility of large claims (1982)A Tractable Framework for Zero-Lower-Bound Gaussian Term Structure Models (2013)AN OLD‐NEW CONCEPT OF CONVEX RISK MEASURES: THE OPTIMIZED CERTAINTY EQUIVALENT (2007)
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References

  • 1999Continuous Martingales and Brownian Motion6,253 cited
  • 1998Methods of Mathematical Finance2,335 cited
  • 2005Payout policy in the 21st century2,268 cited
  • 2012Introduction to Stochastic Calculus with Applications885 cited
  • 1970Mathematical Methods in Risk Theory721 cited
  • 2005Introduction to Stochastic Calculus with Applications573 cited
  • 1971Mathematical Methods in Risk Theory.507 cited
  • 1997Controlled diffusion models for optimal dividend pay-out400 cited
  • 2004Optimal Dividends276 cited
  • 2004Some Optimal Dividends Problems245 cited
  • 2009Strategies for Dividend Distribution: A Review207 cited
  • 1994On the Mathematical Theory of Risk196 cited
  • 1992Stochastic Differential Equations184 cited
  • 1989Martingales and insurance risk176 cited
  • 2009Optimality results for dividend problems in insurance158 cited
  • 1972Games of Economic Survival with Discrete- and Continuous-Income Processes117 cited

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