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European journal of operational research : EJOR
195
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International journal of theoretical and applied finance
86
Finance and stochastics
80
Quantitative finance
69
Finance research letters
51
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IMA journal of management mathematics
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ECONIS (ZBW)
3,669
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1
Optimal dividends and ALM under unhedgeable risk
Pelsser, Antoon André Jean
;
Laeven, Roger J. A.
- In:
Insurance / Mathematics & economics
53
(
2013
)
3
,
pp. 515-523
Persistent link: https://www.econbiz.de/10010227973
Saved in:
2
Optimal dividends for a two-dimensional risk model with simultaneous ruin of both branches
Strietzel, Philipp Lukas
;
Heinrich, Henriette Elisabeth
- In:
Risks : open access journal
10
(
2022
)
6
,
pp. 1-23
We consider the optimal
dividend
problem in the so-called degenerate bivariate risk model under the assumption that the …
Persistent link: https://www.econbiz.de/10013363123
Saved in:
3
Stable dividends under linear-quadratic optimisation
Avanzi, B.
;
Falden, Debbie Kusch
;
Steffensen, Mogens
- In:
Quantitative finance
23
(
2023
)
9
,
pp. 1199-1215
Persistent link: https://www.econbiz.de/10014339901
Saved in:
4
Liquidity risk and optimal
dividend
/investment strategies
Chevalier, Etienne
;
Gaïgi, M’hamed
;
Ly Vath, Vathana
- In:
Mathematics and financial economics
11
(
2017
)
1
,
pp. 111-135
Persistent link: https://www.econbiz.de/10011900519
Saved in:
5
A note on optimal expected utility of
dividend
payments with proportional reinsurance
Liang, Xiaoqing
;
Palmowski, Zbigniew
- In:
Scandinavian actuarial journal
(
2018
)
4
,
pp. 275-293
Persistent link: https://www.econbiz.de/10011881090
Saved in:
6
Dividend
optimisation : a behaviouristic approach
Brinker, Leonie Violetta
;
Eisenberg, Julia
- In:
Insurance / Mathematics & economics
101
(
2021
)
2
,
pp. 202-224
Persistent link: https://www.econbiz.de/10012793924
Saved in:
7
A perturbation approach to optimal investment, liability ratio, and
dividend
strategies
Jin, Zhuo
;
Xu, Zuo Quan
;
Zou, Bin
- In:
Scandinavian actuarial journal
2022
(
2022
)
2
,
pp. 165-188
Persistent link: https://www.econbiz.de/10012872656
Saved in:
8
Mean-variance portfolio optimization with state-dependent risk aversion
Björk, Tomas
;
Murgoci, Agatha
;
Zhou, Xun Yu
- In:
Mathematical finance : an international journal of …
24
(
2014
)
1
,
pp. 1-24
Persistent link: https://www.econbiz.de/10010256230
Saved in:
9
Optimal risk control under marked point processes shocks : a dynamic programming duality approach
Mnif, Mohamed
- In:
International journal of theoretical and applied finance
16
(
2013
)
7
,
pp. 1-45
Persistent link: https://www.econbiz.de/10010233243
Saved in:
10
Stochastic control for asset management
Kung, James J.
;
Wong, Wing Keung
;
Wu, E.-ching
- In:
Journal of mathematical finance
3
(
2013
)
1
,
pp. 59-69
Persistent link: https://www.econbiz.de/10010240225
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