Jin, Zhuo; Quan Xu, Zuo; Zou, Bin A perturbation approach to optimal investment, liability ratio, and dividend strategies. (English) Zbl 07544491 Scand. Actuar. J. 2022, No. 2, 165-188 (2022). MSC: 91B30 PDF BibTeX XML Cite \textit{Z. Jin} et al., Scand. Actuar. J. 2022, No. 2, 165--188 (2022; Zbl 07544491) Full Text: DOI OpenURL
Schmidli, Hanspeter Dividends and capital injections in a renewal model with Erlang distributed inter-arrival times. (English) Zbl 07544485 Scand. Actuar. J. 2022, No. 1, 49-63 (2022). MSC: 91B30 PDF BibTeX XML Cite \textit{H. Schmidli}, Scand. Actuar. J. 2022, No. 1, 49--63 (2022; Zbl 07544485) Full Text: DOI OpenURL
Ernst, Philip A.; Imerman, Michael B.; Shepp, Larry; Zhou, Quan Fiscal stimulus as an optimal control problem. (English) Zbl 07544414 Stochastic Processes Appl. 150, 1091-1108 (2022). MSC: 91G05 93E20 91B28 60J60 PDF BibTeX XML Cite \textit{P. A. Ernst} et al., Stochastic Processes Appl. 150, 1091--1108 (2022; Zbl 07544414) Full Text: DOI OpenURL
Jiang, H.; Gibson, N. L.; Chen, Y. A stochastic model for the optimal allocation of hydropower flexibility in renewable energy markets. (English) Zbl 07511763 Stoch. Models 38, No. 2, 288-307 (2022). MSC: 91B32 91B24 91B74 93E20 49L25 PDF BibTeX XML Cite \textit{H. Jiang} et al., Stoch. Models 38, No. 2, 288--307 (2022; Zbl 07511763) Full Text: DOI OpenURL
Li, Na; Wang, Wei Optimal dividend and proportional reinsurance strategy under standard deviation premium principle. (English) Zbl 1484.91394 Bull. Malays. Math. Sci. Soc. (2) 45, No. 2, 869-888 (2022). Reviewer: Christos E. Kountzakis (Karlovassi) MSC: 91G05 PDF BibTeX XML Cite \textit{N. Li} and \textit{W. Wang}, Bull. Malays. Math. Sci. Soc. (2) 45, No. 2, 869--888 (2022; Zbl 1484.91394) Full Text: DOI OpenURL
Avanzi, Benjamin; Lau, Hayden; Wong, Bernard Optimal periodic dividend strategies for spectrally negative Lévy processes with fixed transaction costs. (English) Zbl 1476.91119 Scand. Actuar. J. 2021, No. 8, 645-670 (2021). Reviewer: Anatoliy Swishchuk (Calgary) MSC: 91G05 60G51 PDF BibTeX XML Cite \textit{B. Avanzi} et al., Scand. Actuar. J. 2021, No. 8, 645--670 (2021; Zbl 1476.91119) Full Text: DOI arXiv OpenURL
Dibu, A. S.; Jacob, M. J.; Papaioannou, Apostolos D.; Ramsden, Lewis Delayed capital injections for a risk process with Markovian arrivals. (English) Zbl 1476.60127 Methodol. Comput. Appl. Probab. 23, No. 3, 1057-1076 (2021). MSC: 60J25 91B05 45B05 PDF BibTeX XML Cite \textit{A. S. Dibu} et al., Methodol. Comput. Appl. Probab. 23, No. 3, 1057--1076 (2021; Zbl 1476.60127) Full Text: DOI OpenURL
Chen, Xiaoshan; Guan, Chonghu; Yi, Fahuai A free boundary problem of liquidity management for optimal dividend and insurance in finite horizon. (English) Zbl 1478.60131 SIAM J. Control Optim. 59, No. 4, 2524-2545 (2021). MSC: 60G40 49J55 49L20 91B70 93E20 PDF BibTeX XML Cite \textit{X. Chen} et al., SIAM J. Control Optim. 59, No. 4, 2524--2545 (2021; Zbl 1478.60131) Full Text: DOI OpenURL
Chen, Yiling; Bian, Baojun Optimal dividend policy in an insurance company with contagious arrivals of claims. (English) Zbl 1479.91314 Math. Control Relat. Fields 11, No. 1, 1-22 (2021). Reviewer: Hanspeter Schmidli (Köln) MSC: 91G05 49L25 93E20 PDF BibTeX XML Cite \textit{Y. Chen} and \textit{B. Bian}, Math. Control Relat. Fields 11, No. 1, 1--22 (2021; Zbl 1479.91314) Full Text: DOI OpenURL
Lindensjö, Kristoffer; Lindskog, Filip Optimal dividends and capital injection under dividend restrictions. (English) Zbl 1454.91200 Math. Methods Oper. Res. 92, No. 3, 461-487 (2020). MSC: 91G05 93E20 PDF BibTeX XML Cite \textit{K. Lindensjö} and \textit{F. Lindskog}, Math. Methods Oper. Res. 92, No. 3, 461--487 (2020; Zbl 1454.91200) Full Text: DOI arXiv OpenURL
Bata, Katharina; Schmidli, Hanspeter Optimal capital injections and dividends with tax in a risk model in discrete time. (English) Zbl 1452.91260 Eur. Actuar. J. 10, No. 1, 235-259 (2020). MSC: 91G05 91B64 PDF BibTeX XML Cite \textit{K. Bata} and \textit{H. Schmidli}, Eur. Actuar. J. 10, No. 1, 235--259 (2020; Zbl 1452.91260) Full Text: DOI OpenURL
Xu, Ran; Woo, Jae-Kyung Optimal dividend and capital injection strategy with a penalty payment at ruin: restricted dividend payments. (English) Zbl 1445.91055 Insur. Math. Econ. 92, 1-16 (2020). MSC: 91G05 49L25 PDF BibTeX XML Cite \textit{R. Xu} and \textit{J.-K. Woo}, Insur. Math. Econ. 92, 1--16 (2020; Zbl 1445.91055) Full Text: DOI OpenURL
Strini, Josef Anton; Thonhauser, Stefan On a dividend problem with random funding. (English) Zbl 1433.91146 Eur. Actuar. J. 9, No. 2, 607-633 (2019). MSC: 91G05 93E20 PDF BibTeX XML Cite \textit{J. A. Strini} and \textit{S. Thonhauser}, Eur. Actuar. J. 9, No. 2, 607--633 (2019; Zbl 1433.91146) Full Text: DOI arXiv OpenURL
Ramsden, Lewis; Papaioannou, Apostolos D. On the time to ruin for a dependent delayed capital injection risk model. (English) Zbl 1429.91091 Appl. Math. Comput. 352, 119-135 (2019). MSC: 91B05 45B05 60G40 91G05 PDF BibTeX XML Cite \textit{L. Ramsden} and \textit{A. D. Papaioannou}, Appl. Math. Comput. 352, 119--135 (2019; Zbl 1429.91091) Full Text: DOI OpenURL
Chen, Peimin; Luo, Xiankang Stochastic optimal control on dividend policies with bankruptcy. (English) Zbl 1479.91435 Optimization 68, No. 12, 2313-2333 (2019). Reviewer: Anatoliy Swishchuk (Calgary) MSC: 91G50 91G05 93E20 PDF BibTeX XML Cite \textit{P. Chen} and \textit{X. Luo}, Optimization 68, No. 12, 2313--2333 (2019; Zbl 1479.91435) Full Text: DOI OpenURL
Ferrari, Giorgio; Schuhmann, Patrick An optimal dividend problem with capital injections over a finite horizon. (English) Zbl 1422.91344 SIAM J. Control Optim. 57, No. 4, 2686-2719 (2019). MSC: 91B30 93E20 60G40 PDF BibTeX XML Cite \textit{G. Ferrari} and \textit{P. Schuhmann}, SIAM J. Control Optim. 57, No. 4, 2686--2719 (2019; Zbl 1422.91344) Full Text: DOI arXiv Link OpenURL
Liang, Zhibin; Young, Virginia R. Optimal dividends with an affine penalty. (English) Zbl 1422.91359 J. Appl. Math. Comput. 60, No. 1-2, 703-730 (2019). MSC: 91B30 93E20 PDF BibTeX XML Cite \textit{Z. Liang} and \textit{V. R. Young}, J. Appl. Math. Comput. 60, No. 1--2, 703--730 (2019; Zbl 1422.91359) Full Text: DOI OpenURL
Hening, Alexandru; Tran, Ky Quan; Phan, Tien Trong; Yin, George Harvesting of interacting stochastic populations. (English) Zbl 1418.92217 J. Math. Biol. 79, No. 2, 533-570 (2019). MSC: 92D40 91B76 92D25 60J70 PDF BibTeX XML Cite \textit{A. Hening} et al., J. Math. Biol. 79, No. 2, 533--570 (2019; Zbl 1418.92217) Full Text: DOI arXiv OpenURL
Li, Manman; Yin, George Optimal threshold strategies with capital injections in a spectrally negative Lévy risk model. (English) Zbl 1438.91176 J. Ind. Manag. Optim. 15, No. 2, 517-535 (2019). MSC: 91G50 91G05 93E20 60G51 PDF BibTeX XML Cite \textit{M. Li} and \textit{G. Yin}, J. Ind. Manag. Optim. 15, No. 2, 517--535 (2019; Zbl 1438.91176) Full Text: DOI OpenURL
Ferrari, Giorgio On a class of singular stochastic control problems for reflected diffusions. (English) Zbl 1415.93291 J. Math. Anal. Appl. 473, No. 2, 952-979 (2019). MSC: 93E20 60G40 PDF BibTeX XML Cite \textit{G. Ferrari}, J. Math. Anal. Appl. 473, No. 2, 952--979 (2019; Zbl 1415.93291) Full Text: DOI arXiv OpenURL
Cheng, Gongpin; Wang, Rongming; Yao, Dingjun Optimal dividend and capital injection strategy with excess-of-loss reinsurance and transaction costs. (English) Zbl 1412.91039 J. Ind. Manag. Optim. 14, No. 1, 371-395 (2018). MSC: 91B30 93E20 PDF BibTeX XML Cite \textit{G. Cheng} et al., J. Ind. Manag. Optim. 14, No. 1, 371--395 (2018; Zbl 1412.91039) Full Text: DOI OpenURL
Schmidli, H. Dividends with tax and capital injection in a spectrally negative Lévy risk model. (English) Zbl 1416.91219 Theory Probab. Math. Stat. 96, 177-189 (2018) and Teor. Jmovirn. Mat. Stat. 96, 171-183 (2016). MSC: 91B30 60G51 91B64 PDF BibTeX XML Cite \textit{H. Schmidli}, Theory Probab. Math. Stat. 96, 177--189 (2018; Zbl 1416.91219) Full Text: DOI OpenURL
Zhang, Zhimin; Cheung, Eric C. K.; Yang, Hailiang On the compound Poisson risk model with periodic capital injections. (English) Zbl 1390.91220 ASTIN Bull. 48, No. 1, 435-477 (2018). MSC: 91B30 60K10 62P05 PDF BibTeX XML Cite \textit{Z. Zhang} et al., ASTIN Bull. 48, No. 1, 435--477 (2018; Zbl 1390.91220) Full Text: DOI Link OpenURL
Albrecher, Hansjörg; Azcue, Pablo; Muler, Nora Optimal dividend strategies for two collaborating insurance companies. (English) Zbl 1429.91274 Adv. Appl. Probab. 49, No. 2, 515-548 (2017). MSC: 91G05 91G50 93E20 49L25 PDF BibTeX XML Cite \textit{H. Albrecher} et al., Adv. Appl. Probab. 49, No. 2, 515--548 (2017; Zbl 1429.91274) Full Text: DOI arXiv OpenURL
Avram, Florin; Minca, Andreea On the central management of risk networks. (English) Zbl 1427.91076 Adv. Appl. Probab. 49, No. 1, 221-237 (2017). MSC: 91B05 60G51 60K30 60J74 PDF BibTeX XML Cite \textit{F. Avram} and \textit{A. Minca}, Adv. Appl. Probab. 49, No. 1, 221--237 (2017; Zbl 1427.91076) Full Text: DOI arXiv OpenURL
Luo, Xiankang; Chen, Peimin; Ma, Jiangming The optimal dividend payout model with terminal values and its application. (English) Zbl 1427.91239 Math. Probl. Eng. 2017, Article ID 5285690, 15 p. (2017). MSC: 91G05 93E20 PDF BibTeX XML Cite \textit{X. Luo} et al., Math. Probl. Eng. 2017, Article ID 5285690, 15 p. (2017; Zbl 1427.91239) Full Text: DOI OpenURL
Albrecher, Hansjörg; Ivanovs, Jevgenijs On the joint distribution of tax payments and capitalinjections for a Lévy risk model. (English) Zbl 1393.60048 Probab. Math. Stat. 37, No. 2, 219-227 (2017). MSC: 60G51 60E10 PDF BibTeX XML Cite \textit{H. Albrecher} and \textit{J. Ivanovs}, Probab. Math. Stat. 37, No. 2, 219--227 (2017; Zbl 1393.60048) Full Text: Link OpenURL
Schmidli, Hanspeter On capital injections and dividends with tax in a diffusion approximation. (English) Zbl 1402.91991 Scand. Actuar. J. 2017, No. 9, 751-760 (2017). MSC: 91G99 60J60 91B64 PDF BibTeX XML Cite \textit{H. Schmidli}, Scand. Actuar. J. 2017, No. 9, 751--760 (2017; Zbl 1402.91991) Full Text: DOI OpenURL
Vierkötter, Matthias On optimal dividends with penalty payments in the Cramér-Lundberg model. (English) Zbl 1396.91313 Eur. Actuar. J. 7, No. 2, 535-552 (2017). Reviewer: Hanspeter Schmidli (Köln) MSC: 91B30 60J75 93E20 PDF BibTeX XML Cite \textit{M. Vierkötter}, Eur. Actuar. J. 7, No. 2, 535--552 (2017; Zbl 1396.91313) Full Text: DOI OpenURL
Gajek, Lesław; Kuciński, Łukasz Complete discounted cash flow valuation. (English) Zbl 1416.91395 Insur. Math. Econ. 73, 1-19 (2017). MSC: 91G50 60G51 93E20 PDF BibTeX XML Cite \textit{L. Gajek} and \textit{Ł. Kuciński}, Insur. Math. Econ. 73, 1--19 (2017; Zbl 1416.91395) Full Text: DOI OpenURL
Yao, Dingjun; Wang, Rongming; Xu, Lin Optimal impulse control for dividend and capital injection with proportional reinsurance and exponential premium principle. (English) Zbl 1411.91326 Commun. Stat., Theory Methods 46, No. 5, 2519-2541 (2017). MSC: 91B30 93E20 PDF BibTeX XML Cite \textit{D. Yao} et al., Commun. Stat., Theory Methods 46, No. 5, 2519--2541 (2017; Zbl 1411.91326) Full Text: DOI OpenURL
Jin, Zhuo; Yang, Hai-liang; Yin, G. A numerical approach to optimal dividend policies with capital injections and transaction costs. (English) Zbl 1360.91153 Acta Math. Appl. Sin., Engl. Ser. 33, No. 1, 221-238 (2017). MSC: 91G60 65C30 60H35 65C05 91B30 93E20 PDF BibTeX XML Cite \textit{Z. Jin} et al., Acta Math. Appl. Sin., Engl. Ser. 33, No. 1, 221--238 (2017; Zbl 1360.91153) Full Text: DOI Link OpenURL
Vierkötter, Matthias; Schmidli, Hanspeter On optimal dividends with exponential and linear penalty payments. (English) Zbl 1394.91235 Insur. Math. Econ. 72, 265-270 (2017). MSC: 91B30 60J60 PDF BibTeX XML Cite \textit{M. Vierkötter} and \textit{H. Schmidli}, Insur. Math. Econ. 72, 265--270 (2017; Zbl 1394.91235) Full Text: DOI OpenURL
Schmidli, Hanspeter On capital injections and dividends with tax in a classical risk model. (English) Zbl 1371.91108 Insur. Math. Econ. 71, 138-144 (2016). MSC: 91B30 62P05 PDF BibTeX XML Cite \textit{H. Schmidli}, Insur. Math. Econ. 71, 138--144 (2016; Zbl 1371.91108) Full Text: DOI OpenURL
Zhu, Jinxia; Yang, Hailiang Optimal capital injection and dividend distribution for growth restricted diffusion models with bankruptcy. (English) Zbl 1371.91113 Insur. Math. Econ. 70, 259-271 (2016). MSC: 91B30 93E20 PDF BibTeX XML Cite \textit{J. Zhu} and \textit{H. Yang}, Insur. Math. Econ. 70, 259--271 (2016; Zbl 1371.91113) Full Text: DOI Link OpenURL
Bulinskaya, Ekaterina; Gusak, Julia Optimal control and sensitivity analysis for two risk models. (English) Zbl 1386.91078 Commun. Stat., Simulation Comput. 45, No. 5, 1451-1466 (2016). MSC: 91B30 90C39 93E20 60J05 49L20 PDF BibTeX XML Cite \textit{E. Bulinskaya} and \textit{J. Gusak}, Commun. Stat., Simulation Comput. 45, No. 5, 1451--1466 (2016; Zbl 1386.91078) Full Text: DOI OpenURL
Bulinskaya, Ekaterina; Gromov, Alexander Asymptotic behavior of the processes describing some insurance models. (English) Zbl 1354.91058 Commun. Stat., Theory Methods 45, No. 6, 1778-1793 (2016). MSC: 91B30 62P05 93C55 93E20 PDF BibTeX XML Cite \textit{E. Bulinskaya} and \textit{A. Gromov}, Commun. Stat., Theory Methods 45, No. 6, 1778--1793 (2016; Zbl 1354.91058) Full Text: DOI OpenURL
Zhao, Yongxia; Wang, Rongming; Yao, Dingjun Optimal dividend and equity issuance in the perturbed dual model under a penalty for ruin. (English) Zbl 1360.91097 Commun. Stat., Theory Methods 45, No. 2, 365-384 (2016). MSC: 91B30 60H30 93E20 PDF BibTeX XML Cite \textit{Y. Zhao} et al., Commun. Stat., Theory Methods 45, No. 2, 365--384 (2016; Zbl 1360.91097) Full Text: DOI OpenURL
Xie, Hongyan; He, Fangyi Optimal control for a linear system subject to a general ARIMA disturbance. (English) Zbl 1394.93333 Math. Probl. Eng. 2015, Article ID 808903, 10 p. (2015). MSC: 93E11 PDF BibTeX XML Cite \textit{H. Xie} and \textit{F. He}, Math. Probl. Eng. 2015, Article ID 808903, 10 p. (2015; Zbl 1394.93333) Full Text: DOI OpenURL
Li, Yan; Liu, Guoxin Optimal dividend and capital injection strategies in the Cramér-Lundberg risk model. (English) Zbl 1394.91223 Math. Probl. Eng. 2015, Article ID 439537, 16 p. (2015). MSC: 91B30 60J75 PDF BibTeX XML Cite \textit{Y. Li} and \textit{G. Liu}, Math. Probl. Eng. 2015, Article ID 439537, 16 p. (2015; Zbl 1394.91223) Full Text: DOI OpenURL
Zhou, Ming; Yuen, Kam C. Portfolio selection by minimizing the present value of capital injection costs. (English) Zbl 1390.91291 ASTIN Bull. 45, No. 1, 207-238 (2015). MSC: 91G10 91B30 93E20 PDF BibTeX XML Cite \textit{M. Zhou} and \textit{K. C. Yuen}, ASTIN Bull. 45, No. 1, 207--238 (2015; Zbl 1390.91291) Full Text: DOI OpenURL
Kim, Sunggon; Lee, Eui Yong Stationary distribution of the surplus in a risk model with dividends and reinvestments. (English) Zbl 1327.60142 J. Korean Stat. Soc. 44, No. 4, 516-529 (2015). MSC: 60J25 60G10 PDF BibTeX XML Cite \textit{S. Kim} and \textit{E. Y. Lee}, J. Korean Stat. Soc. 44, No. 4, 516--529 (2015; Zbl 1327.60142) Full Text: DOI OpenURL
Frostig, Esther The moments of the discounted loss and the discounted dividends for a spectrally negative Lévy risk process. (English) Zbl 1326.60063 J. Appl. Probab. 52, No. 3, 665-687 (2015). MSC: 60G51 91B30 PDF BibTeX XML Cite \textit{E. Frostig}, J. Appl. Probab. 52, No. 3, 665--687 (2015; Zbl 1326.60063) Full Text: DOI Euclid OpenURL
Jin, Zhuo; Yang, Hailiang; Yin, G. Optimal debt ratio and dividend payment strategies with reinsurance. (English) Zbl 1348.91156 Insur. Math. Econ. 64, 351-363 (2015). MSC: 91B30 93E20 PDF BibTeX XML Cite \textit{Z. Jin} et al., Insur. Math. Econ. 64, 351--363 (2015; Zbl 1348.91156) Full Text: DOI OpenURL
Avram, F.; Palmowski, Z.; Pistorius, M. R. On Gerber-Shiu functions and optimal dividend distribution for a Lévy risk process in the presence of a penalty function. (English) Zbl 1322.60055 Ann. Appl. Probab. 25, No. 4, 1868-1935 (2015). MSC: 60G51 60H30 93E20 49L20 91B30 PDF BibTeX XML Cite \textit{F. Avram} et al., Ann. Appl. Probab. 25, No. 4, 1868--1935 (2015; Zbl 1322.60055) Full Text: DOI arXiv Euclid OpenURL
Chen, Shu-min; Li, Zhong-fei Optimal dividend-equity issuance strategy in a dual model with fixed and proportional transaction costs. (English) Zbl 1317.90314 Acta Math. Appl. Sin., Engl. Ser. 31, No. 2, 405-426 (2015). MSC: 90C39 60J75 PDF BibTeX XML Cite \textit{S.-m. Chen} and \textit{Z.-f. Li}, Acta Math. Appl. Sin., Engl. Ser. 31, No. 2, 405--426 (2015; Zbl 1317.90314) Full Text: DOI OpenURL
Yin, Chuancun; Yuen, Kam Chuen Optimal dividend problems for a jump-diffusion model with capital injections and proportional transaction costs. (English) Zbl 1328.93285 J. Ind. Manag. Optim. 11, No. 4, 1247-1262 (2015). MSC: 93E20 91G80 60J75 PDF BibTeX XML Cite \textit{C. Yin} and \textit{K. C. Yuen}, J. Ind. Manag. Optim. 11, No. 4, 1247--1262 (2015; Zbl 1328.93285) Full Text: DOI arXiv OpenURL
Yao, Dingjun; Wang, Rongming; Xu, Lin Optimal asset control of a geometric Brownian motion with the transaction costs and bankruptcy permission. (English) Zbl 1307.93470 J. Ind. Manag. Optim. 11, No. 2, 461-478 (2015). MSC: 93E20 62P05 PDF BibTeX XML Cite \textit{D. Yao} et al., J. Ind. Manag. Optim. 11, No. 2, 461--478 (2015; Zbl 1307.93470) Full Text: DOI OpenURL
Zhou, Ming; Yiu, Ka Fai Cedric Optimal dividend strategy with transaction costs for an upward jump model. (English) Zbl 1311.91193 Quant. Finance 14, No. 6, 1097-1106 (2014). MSC: 91G50 60J75 60G51 93E20 PDF BibTeX XML Cite \textit{M. Zhou} and \textit{K. F. C. Yiu}, Quant. Finance 14, No. 6, 1097--1106 (2014; Zbl 1311.91193) Full Text: DOI OpenURL
Tan, Ji-Yang; Yang, Xiang-Qun Optimal dividend strategy in compound binomial model with bounded dividend rates. (English) Zbl 1302.60108 Acta Math. Appl. Sin., Engl. Ser. 30, No. 4, 859-870 (2014). MSC: 60J25 91B30 PDF BibTeX XML Cite \textit{J.-Y. Tan} and \textit{X.-Q. Yang}, Acta Math. Appl. Sin., Engl. Ser. 30, No. 4, 859--870 (2014; Zbl 1302.60108) Full Text: DOI OpenURL
Albrecher, Hansjörg; Ivanovs, Jevgenijs Power identities for Lévy risk models under taxation and capital injections. (English) Zbl 1300.60067 Stoch. Syst. 4, No. 1, 157-172 (2014). MSC: 60G51 91B30 PDF BibTeX XML Cite \textit{H. Albrecher} and \textit{J. Ivanovs}, Stoch. Syst. 4, No. 1, 157--172 (2014; Zbl 1300.60067) Full Text: DOI arXiv Euclid OpenURL
Wei, Fancheng; Wu, Lan; Zhou, Dasheng Optimal control problem for an insurance surplus model with debt liability. (English) Zbl 1292.93156 Math. Methods Appl. Sci. 37, No. 11, 1652-1667 (2014). MSC: 93E20 91G80 91B30 60J65 60H10 PDF BibTeX XML Cite \textit{F. Wei} et al., Math. Methods Appl. Sci. 37, No. 11, 1652--1667 (2014; Zbl 1292.93156) Full Text: DOI OpenURL
Zhu, Jinxia Singular optimal dividend control for the regime-switching Cramér-Lundberg model with credit and debit interest. (English) Zbl 1291.91138 J. Comput. Appl. Math. 257, 212-239 (2014). MSC: 91B30 91G50 PDF BibTeX XML Cite \textit{J. Zhu}, J. Comput. Appl. Math. 257, 212--239 (2014; Zbl 1291.91138) Full Text: DOI OpenURL
Tan, Jiyang; Yuan, Pingtian; Cheng, Yangjin; Li, Ziqiang An optimal dividend strategy in the discrete Sparre Andersen model with bounded dividend rates. (English) Zbl 1291.91127 J. Comput. Appl. Math. 258, 1-16 (2014). MSC: 91B30 PDF BibTeX XML Cite \textit{J. Tan} et al., J. Comput. Appl. Math. 258, 1--16 (2014; Zbl 1291.91127) Full Text: DOI OpenURL
Yao, Dingjun; Wang, Rongming; Xu, Lin Optimal dividend and capital injection strategy with fixed costs and restricted dividend rate for a dual model. (English) Zbl 1281.93108 J. Ind. Manag. Optim. 10, No. 4, 1235-1259 (2014). MSC: 93E20 91G50 91G80 91B30 PDF BibTeX XML Cite \textit{D. Yao} et al., J. Ind. Manag. Optim. 10, No. 4, 1235--1259 (2014; Zbl 1281.93108) Full Text: DOI OpenURL
Jin, Zhuo; Yang, Hailiang; Yin, Gang George Numerical methods for optimal dividend payment and investment strategies of regime-switching jump diffusion models with capital injections. (English) Zbl 1364.93863 Automatica 49, No. 8, 2317-2329 (2013). MSC: 93E20 91G10 60J10 60J75 93C10 49J40 PDF BibTeX XML Cite \textit{Z. Jin} et al., Automatica 49, No. 8, 2317--2329 (2013; Zbl 1364.93863) Full Text: DOI Link OpenURL
Jin, Zhuo; Yin, George An optimal dividend policy with delayed capital injections. (English) Zbl 1302.91189 ANZIAM J. 55, No. 2, 129-150 (2013). MSC: 91G50 93E20 62P05 PDF BibTeX XML Cite \textit{Z. Jin} and \textit{G. Yin}, ANZIAM J. 55, No. 2, 129--150 (2013; Zbl 1302.91189) Full Text: DOI OpenURL
Zhu, Jinxia Optimal dividend control for a generalized risk model with investment incomes and debit interest. (English) Zbl 1308.91093 Scand. Actuar. J. 2013, No. 2, 141-163 (2013); errata ibid. 2014, No. 3, 282 (2014). MSC: 91B30 49L20 60J75 93E20 PDF BibTeX XML Cite \textit{J. Zhu}, Scand. Actuar. J. 2013, No. 2, 141--163 (2013; Zbl 1308.91093) Full Text: DOI arXiv OpenURL
Peng, Xiaofan; Chen, Mi; Guo, Junyi Optimal dividend and equity issuance problem with proportional and fixed transaction costs. (English) Zbl 1285.91065 Insur. Math. Econ. 51, No. 3, 576-585 (2012). MSC: 91B30 93E20 PDF BibTeX XML Cite \textit{X. Peng} et al., Insur. Math. Econ. 51, No. 3, 576--585 (2012; Zbl 1285.91065) Full Text: DOI OpenURL
Wu, Yi-dong; Guo, Jun-yi Optimal dividend and dynamic reinsurance strategies with capital injections and proportional costs. (English) Zbl 1254.91283 Acta Math. Appl. Sin., Engl. Ser. 28, No. 3, 505-524 (2012). MSC: 91B30 60J75 PDF BibTeX XML Cite \textit{Y.-d. Wu} and \textit{J.-y. Guo}, Acta Math. Appl. Sin., Engl. Ser. 28, No. 3, 505--524 (2012; Zbl 1254.91283) Full Text: DOI OpenURL
Liang, Zhibin; Young, Virginia R. Dividends and reinsurance under a penalty for ruin. (English) Zbl 1236.91086 Insur. Math. Econ. 50, No. 3, 437-445 (2012). MSC: 91B30 PDF BibTeX XML Cite \textit{Z. Liang} and \textit{V. R. Young}, Insur. Math. Econ. 50, No. 3, 437--445 (2012; Zbl 1236.91086) Full Text: DOI OpenURL
Eisenberg, Julia; Schmidli, Hanspeter Minimising expected discounted capital injections by reinsurance in a classical risk model. (English) Zbl 1277.60145 Scand. Actuar. J. 2011, No. 3, 155-176 (2011). MSC: 60K10 62P05 91B30 93E20 PDF BibTeX XML Cite \textit{J. Eisenberg} and \textit{H. Schmidli}, Scand. Actuar. J. 2011, No. 3, 155--176 (2011; Zbl 1277.60145) Full Text: DOI OpenURL
Wu, Yidong; Guo, Junyi; Tang, Lian Optimal dividend strategies in discrete risk model with capital injections. (English) Zbl 1274.91476 Appl. Stoch. Models Bus. Ind. 27, No. 5, 557-566 (2011). MSC: 91G50 91G60 93E20 PDF BibTeX XML Cite \textit{Y. Wu} et al., Appl. Stoch. Models Bus. Ind. 27, No. 5, 557--566 (2011; Zbl 1274.91476) Full Text: DOI OpenURL
Thonhauser, Stefan; Albrecher, Hansjörg Optimal dividend strategies for a compound Poisson process under transaction costs and power utility. (English) Zbl 1262.91096 Stoch. Models 27, No. 1, 120-140 (2011). MSC: 91B30 60K10 49N25 PDF BibTeX XML Cite \textit{S. Thonhauser} and \textit{H. Albrecher}, Stoch. Models 27, No. 1, 120--140 (2011; Zbl 1262.91096) Full Text: DOI Link OpenURL
Yao, Dingjun; Yang, Hailiang; Wang, Rongming Optimal dividend and capital injection problem in the dual model with proportional and fixed transaction costs. (English) Zbl 1237.91143 Eur. J. Oper. Res. 211, No. 3, 568-576 (2011). MSC: 91B30 93E20 90C33 PDF BibTeX XML Cite \textit{D. Yao} et al., Eur. J. Oper. Res. 211, No. 3, 568--576 (2011; Zbl 1237.91143) Full Text: DOI OpenURL
Scheer, Natalie; Schmidli, Hanspeter Optimal dividend strategies in a Cramér-Lundberg model with capital injections and administration costs. (English) Zbl 1222.91026 Eur. Actuar. J. 1, No. 1, 57-92 (2011). Reviewer: Pavel Stoynov (Sofia) MSC: 91B30 60H30 PDF BibTeX XML Cite \textit{N. Scheer} and \textit{H. Schmidli}, Eur. Actuar. J. 1, No. 1, 57--92 (2011; Zbl 1222.91026) Full Text: DOI OpenURL
Loeffen, Ronnie L.; Renaud, Jean-François De Finetti’s optimal dividends problem with an affine penalty function at ruin. (English) Zbl 1231.91212 Insur. Math. Econ. 46, No. 1, 98-108 (2010). MSC: 91B30 60H30 60G51 PDF BibTeX XML Cite \textit{R. L. Loeffen} and \textit{J.-F. Renaud}, Insur. Math. Econ. 46, No. 1, 98--108 (2010; Zbl 1231.91212) Full Text: DOI Link OpenURL
Wei, Jiaqin; Yang, Hailiang; Wang, Rongming Optimal reinsurance and dividend strategies under the Markov-modulated insurance risk model. (English) Zbl 1219.93148 Stochastic Anal. Appl. 28, No. 6, 1078-1105 (2010). MSC: 93E20 91B70 60H30 91B30 49L20 49L25 PDF BibTeX XML Cite \textit{J. Wei} et al., Stochastic Anal. Appl. 28, No. 6, 1078--1105 (2010; Zbl 1219.93148) Full Text: DOI OpenURL
Yin, G.; Jin, Zhuo; Yang, Hailiang Asymptotically optimal dividend policy for regime-switching compound Poisson models. (English) Zbl 1204.91061 Acta Math. Appl. Sin., Engl. Ser. 26, No. 4, 529-542 (2010). Reviewer: Hanspeter Schmidli (Köln) MSC: 91B30 91G50 91B70 PDF BibTeX XML Cite \textit{G. Yin} et al., Acta Math. Appl. Sin., Engl. Ser. 26, No. 4, 529--542 (2010; Zbl 1204.91061) Full Text: DOI OpenURL
Dai, Hongshuai; Liu, Zaiming; Luan, Nana Optimal dividend strategies in a dual model with capital injections. (English) Zbl 1194.91188 Math. Methods Oper. Res. 72, No. 1, 129-143 (2010). MSC: 91G50 91B16 60H05 60H10 PDF BibTeX XML Cite \textit{H. Dai} et al., Math. Methods Oper. Res. 72, No. 1, 129--143 (2010; Zbl 1194.91188) Full Text: DOI OpenURL
Avanzi, Benjamin Strategies for dividend distribution: a review. (English) Zbl 1483.91177 N. Am. Actuar. J. 13, No. 2, 217-251 (2009). MSC: 91G05 91-02 PDF BibTeX XML Cite \textit{B. Avanzi}, N. Am. Actuar. J. 13, No. 2, 217--251 (2009; Zbl 1483.91177) Full Text: DOI OpenURL
Eisenberg, Julia; Schmidli, Hanspeter Optimal control of capital injections by reinsurance in a diffusion approximation. (English) Zbl 1183.91069 Bl. DGVFM 30, No. 1, 1-13 (2009). MSC: 91B30 93E20 49L25 PDF BibTeX XML Cite \textit{J. Eisenberg} and \textit{H. Schmidli}, Bl. DGVFM 30, No. 1, 1--13 (2009; Zbl 1183.91069) Full Text: DOI OpenURL