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Pricing interest rate, dividend, and equity risk
Willems, Sander, (2019)
Optimal Dividends in the Dual Model with Diffusion
Avanzi, Benjamin, (2009)
Optimal dividends for a two-dimensional risk model with simultaneous ruin of both branches
Strietzel, Philipp Lukas, (2022)
Optimal dynamic risk sharing under the time‐consistent mean‐variance criterion
Chen, Lv, (2021)
High‐water mark fee structure in variable annuities
Landriault, David, (2021)
Compound binomial risk model in a markovian environment
Cossette, Helene, (2004)