Title | Journal | Journal Categories | Citations | Publication Date |
---|---|---|---|---|
10.1017/S0515036100004785 | ASTIN Bulletin |
| 1984 | |
The Theory of Risk | Journal of the Royal Statistical Society Series B: Statistical Methodology |
| 20 | 1967 |
The Theory of Risk | Journal of the Royal Statistical Society Series B: Statistical Methodology |
| 20 | 1967 |
10.1017/S0515036100009685 | ASTIN Bulletin |
| 1961 | |
10.1016/0771-050X(81)90054-1 | Journal of Computational and Applied Mathematics |
Title | Journal | Journal Categories | Citations | Publication Date |
---|---|---|---|---|
Optimal payout strategies when Bruno de Finetti meets model uncertainty | Insurance: Mathematics and Economics |
| 2024 | |
Optimal dividend payout problem under both diffusion risk and Poisson risk in finite horizon | Mathematical Control and Related Fields |
| 2024 | |
Finite Horizon Optimal Dividend and Reinsurance Problem Driven by a Jump-Diffusion Process with Controlled Jumps | Applied Mathematics & Optimization |
| 1 | 2023 |
On Optimality of Barrier Dividend Control Under Endogenous Regime Switching with Application to Chapter 11 Bankruptcy | Applied Mathematics & Optimization |
| 2023 | |
Optimal dividends under a drawdown constraint and a curious square-root rule | Finance and Stochastics |
| 1 | 2023 |