Wang, Wenyuan; Wang, Yuebao; Chen, Ping; Wu, Xueyuan Dividend and capital injection optimization with transaction cost for Lévy risk processes. (English) Zbl 1494.49019 J. Optim. Theory Appl. 194, No. 3, 924-965 (2022). MSC: 49K45 49N25 91B05 91B32 91B70 62P05 PDFBibTeX XMLCite \textit{W. Wang} et al., J. Optim. Theory Appl. 194, No. 3, 924--965 (2022; Zbl 1494.49019) Full Text: DOI
Landsman, Z.; Makov, U.; Shushi, T. Portfolio optimization by a bivariate functional of the mean and variance. (English) Zbl 1443.90271 J. Optim. Theory Appl. 185, No. 2, 622-651 (2020). MSC: 90C25 49N10 46B99 PDFBibTeX XMLCite \textit{Z. Landsman} et al., J. Optim. Theory Appl. 185, No. 2, 622--651 (2020; Zbl 1443.90271) Full Text: DOI
Liang, Xiaoqing; Young, Virginia R. Minimizing the probability of lifetime exponential Parisian ruin. (English) Zbl 1433.91159 J. Optim. Theory Appl. 184, No. 3, 1036-1064 (2020). Reviewer: Yuliya S. Mishura (Kyïv) MSC: 91G10 93E20 49K10 PDFBibTeX XMLCite \textit{X. Liang} and \textit{V. R. Young}, J. Optim. Theory Appl. 184, No. 3, 1036--1064 (2020; Zbl 1433.91159) Full Text: DOI arXiv
Tian, Linlin; Bai, Lihua; Guo, Junyi Optimal singular dividend problem under the Sparre Andersen model. (English) Zbl 1434.49025 J. Optim. Theory Appl. 184, No. 2, 603-626 (2020). MSC: 49L20 49L25 91G05 93E20 PDFBibTeX XMLCite \textit{L. Tian} et al., J. Optim. Theory Appl. 184, No. 2, 603--626 (2020; Zbl 1434.49025) Full Text: DOI arXiv
Marciniak, Ewa; Palmowski, Zbigniew On the optimal dividend problem for insurance risk models with surplus-dependent premiums. (English) Zbl 1344.49029 J. Optim. Theory Appl. 168, No. 2, 723-742 (2016). MSC: 49J55 49K45 93E20 60H30 60H10 60G51 49L99 60G50 91B30 PDFBibTeX XMLCite \textit{E. Marciniak} and \textit{Z. Palmowski}, J. Optim. Theory Appl. 168, No. 2, 723--742 (2016; Zbl 1344.49029) Full Text: DOI arXiv
Eisenberg, Julia; Grandits, Peter; Thonhauser, Stefan Optimal consumption under deterministic income. (English) Zbl 1305.49034 J. Optim. Theory Appl. 160, No. 1, 255-279 (2014). Reviewer: Fabio Bagagiolo (Trento) MSC: 49L25 49N90 PDFBibTeX XMLCite \textit{J. Eisenberg} et al., J. Optim. Theory Appl. 160, No. 1, 255--279 (2014; Zbl 1305.49034) Full Text: DOI
Jin, Zhuo; Yin, G. Numerical methods for optimal dividend payment and investment strategies of Markov-modulated jump diffusion models with regular and singular controls. (English) Zbl 1276.49022 J. Optim. Theory Appl. 159, No. 1, 246-271 (2013). MSC: 49M30 49L20 49J40 93E20 60J60 60J75 91G60 91G80 PDFBibTeX XMLCite \textit{Z. Jin} and \textit{G. Yin}, J. Optim. Theory Appl. 159, No. 1, 246--271 (2013; Zbl 1276.49022) Full Text: DOI Link