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
Wang, Gu; Zou, Bin Optimal fee structure of variable annuities. (English) Zbl 1475.91321 Insur. Math. Econ. 101, 587-601 (2021). MSC: 91G05 60H10 93E20 PDF BibTeX XML Cite \textit{G. Wang} and \textit{B. Zou}, Insur. Math. Econ. 101, 587--601 (2021; Zbl 1475.91321) Full Text: DOI OpenURL
Wang, Wei; He, Jingmin Optimality of barrier dividend strategy in a jump-diffusion risk model with debit interest. (English) Zbl 07399077 Period. Math. Hung. 82, No. 1, 39-55 (2021). MSC: 60J99 91G05 PDF BibTeX XML Cite \textit{W. Wang} and \textit{J. He}, Period. Math. Hung. 82, No. 1, 39--55 (2021; Zbl 07399077) 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
Muromskaya, A. A. On the probability of ruin of a joint-stock insurance company in the sparre Andersen risk model. (English. Russian original) Zbl 1461.91256 J. Math. Sci., New York 254, No. 4, 574-581 (2021); translation from Fundam. Prikl. Mat. 22, No. 3, 179-189 (2018). Reviewer: Emilia Di Lorenzo (Napoli) MSC: 91G05 62P05 PDF BibTeX XML Cite \textit{A. A. Muromskaya}, J. Math. Sci., New York 254, No. 4, 574--581 (2021; Zbl 1461.91256); translation from Fundam. Prikl. Mat. 22, No. 3, 179--189 (2018) Full Text: DOI OpenURL
Zhu, Jinxia Optimal impulse control for growth-restricted linear diffusions with regime switching. (English) Zbl 1455.49025 SIAM J. Control Optim. 59, No. 1, 185-222 (2021). MSC: 49N25 60J60 91G80 PDF BibTeX XML Cite \textit{J. Zhu}, SIAM J. Control Optim. 59, No. 1, 185--222 (2021; Zbl 1455.49025) Full Text: DOI OpenURL
Chen, Yiling; Bian, Baojun Optimal dividend payment in an insurance company with stationary Hawkes process. (Chinese. English summary) Zbl 1463.91110 Appl. Math., Ser. A (Chin. Ed.) 35, No. 2, 158-168 (2020). MSC: 91G05 49L25 PDF BibTeX XML Cite \textit{Y. Chen} and \textit{B. Bian}, Appl. Math., Ser. A (Chin. Ed.) 35, No. 2, 158--168 (2020; Zbl 1463.91110) Full Text: DOI OpenURL
Zhou, Zhou; Jin, Zhuo Optimal equilibrium barrier strategies for time-inconsistent dividend problems in discrete time. (English) Zbl 1452.91286 Insur. Math. Econ. 94, 100-108 (2020). MSC: 91G05 91A80 PDF BibTeX XML Cite \textit{Z. Zhou} and \textit{Z. Jin}, Insur. Math. Econ. 94, 100--108 (2020; Zbl 1452.91286) Full Text: DOI 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
Reppen, A. Max; Rochet, Jean-Charles; Soner, H. Mete Optimal dividend policies with random profitability. (English) Zbl 07200956 Math. Finance 30, No. 1, 228-259 (2020). MSC: 91Gxx PDF BibTeX XML Cite \textit{A. M. Reppen} et al., Math. Finance 30, No. 1, 228--259 (2020; Zbl 07200956) Full Text: DOI arXiv Link OpenURL
Li, Yongwu; Li, Zhongfei; Wang, Shouyang; Xu, Zuo Quan Dividend optimization for jump-diffusion model with solvency constraints. (English) Zbl 07186959 Oper. Res. Lett. 48, No. 2, 170-175 (2020). MSC: 90-XX PDF BibTeX XML Cite \textit{Y. Li} et al., Oper. Res. Lett. 48, No. 2, 170--175 (2020; Zbl 07186959) Full Text: DOI OpenURL
Canepa, Elena Cristina; Pirvu, Traian A. A mathematical model and the optimal strategy in the transactions between one bank and the Central Bank. (English) Zbl 1474.91103 Proc. Rom. Acad., Ser. A, Math. Phys. Tech. Sci. Inf. Sci. 20, No. 2, 107-113 (2019). MSC: 91B64 60J70 60H30 PDF BibTeX XML Cite \textit{E. C. Canepa} and \textit{T. A. Pirvu}, Proc. Rom. Acad., Ser. A, Math. Phys. Tech. Sci. Inf. Sci. 20, No. 2, 107--113 (2019; Zbl 1474.91103) OpenURL
Zhang, Xiaoxiao; Dong, Hua Dividend problem with Parisian delay for the classical risk model with debit interest. (Chinese. English summary) Zbl 1449.91115 Acta Math. Sci., Ser. A, Chin. Ed. 39, No. 5, 1272-1280 (2019). MSC: 91G05 PDF BibTeX XML Cite \textit{X. Zhang} and \textit{H. Dong}, Acta Math. Sci., Ser. A, Chin. Ed. 39, No. 5, 1272--1280 (2019; Zbl 1449.91115) OpenURL
Zhang, Zongliang; Lv, Yuhua On research about optimal dividends with penalty payments. (English) Zbl 1438.91122 J. Qufu Norm. Univ., Nat. Sci. 45, No. 2, 47-51 (2019). MSC: 91G05 91G50 93E20 PDF BibTeX XML Cite \textit{Z. Zhang} and \textit{Y. Lv}, J. Qufu Norm. Univ., Nat. Sci. 45, No. 2, 47--51 (2019; Zbl 1438.91122) Full Text: DOI OpenURL
Dong, Hua; Zhou, Xiaowen On a spectrally negative Lévy risk process with periodic dividends and capital injections. (English) Zbl 1425.91221 Stat. Probab. Lett. 155, Article ID 108589, 9 p. (2019). MSC: 91B30 60G51 PDF BibTeX XML Cite \textit{H. Dong} and \textit{X. Zhou}, Stat. Probab. Lett. 155, Article ID 108589, 9 p. (2019; Zbl 1425.91221) Full Text: DOI OpenURL
van Veelen, Matthijs; García, Julián In and out of equilibrium. II: Evolution in repeated games with discounting and complexity costs. (English) Zbl 1411.91078 Games Econ. Behav. 115, 113-130 (2019). MSC: 91A20 91A22 PDF BibTeX XML Cite \textit{M. van Veelen} and \textit{J. García}, Games Econ. Behav. 115, 113--130 (2019; Zbl 1411.91078) Full Text: DOI Link OpenURL
Dong, Hua; Yin, Chuancun; Dai, Hongshuai Spectrally negative Lévy risk model under Erlangized barrier strategy. (English) Zbl 1419.91356 J. Comput. Appl. Math. 351, 101-116 (2019). MSC: 91B30 60G51 PDF BibTeX XML Cite \textit{H. Dong} et al., J. Comput. Appl. Math. 351, 101--116 (2019; Zbl 1419.91356) Full Text: DOI OpenURL
Noba, Kei; Pérez, José-Luis; Yamazaki, Kazutoshi; Yano, Kouji On optimal periodic dividend and capital injection strategies for spectrally negative Lévy models. (English) Zbl 1419.91380 J. Appl. Probab. 55, No. 4, 1272-1286 (2018). MSC: 91B30 60G51 93E20 PDF BibTeX XML Cite \textit{K. Noba} et al., J. Appl. Probab. 55, No. 4, 1272--1286 (2018; Zbl 1419.91380) Full Text: DOI arXiv OpenURL
Marciniak, Ewa; Palmowski, Zbigniew On the optimal dividend problem in the dual model with surplus-dependent premiums. (English) Zbl 1411.91306 J. Optim. Theory Appl. 179, No. 2, 533-552 (2018). Reviewer: Ernö Robert Csetnek (Wien) MSC: 91B30 93E20 PDF BibTeX XML Cite \textit{E. Marciniak} and \textit{Z. Palmowski}, J. Optim. Theory Appl. 179, No. 2, 533--552 (2018; Zbl 1411.91306) Full Text: DOI arXiv 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
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
Landriault, David; Li, Bin; Li, Shu Drawdown analysis for the renewal insurance risk process. (English) Zbl 1401.91159 Scand. Actuar. J. 2017, No. 3, 267-285 (2017). MSC: 91B30 60K10 PDF BibTeX XML Cite \textit{D. Landriault} et al., Scand. Actuar. J. 2017, No. 3, 267--285 (2017; Zbl 1401.91159) 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
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
Avanzi, Benjamin; Pérez, José-Luis; Wong, Bernard; Yamazaki, Kazutoshi On optimal joint reflective and refractive dividend strategies in spectrally positive Lévy models. (English) Zbl 1394.91185 Insur. Math. Econ. 72, 148-162 (2017). MSC: 91B30 60G51 PDF BibTeX XML Cite \textit{B. Avanzi} et al., Insur. Math. Econ. 72, 148--162 (2017; Zbl 1394.91185) Full Text: DOI arXiv OpenURL
Sun, Zongqi; Liu, Xuanhui; Chen, Siyuan; Ji, Yongqiang Optimal reinsurance approach with barrier dividend under the dynamic VaR constraint. (Chinese. English summary) Zbl 1374.91050 J. Yunnan Minzu Univ., Nat. Sci. 25, No. 5, 463-468 (2016). MSC: 91B30 49N90 PDF BibTeX XML Cite \textit{Z. Sun} et al., J. Yunnan Minzu Univ., Nat. Sci. 25, No. 5, 463--468 (2016; Zbl 1374.91050) OpenURL
Maiwuludai; Wang, Wenyuan Optimal dividend strategy in a jump-diffusion model with a linear barrier constraint. (English) Zbl 1374.91045 Chin. J. Appl. Probab. Stat. 32, No. 4, 376-392 (2016). MSC: 91B30 60J75 49N90 PDF BibTeX XML Cite \textit{Maiwuludai} and \textit{W. Wang}, Chin. J. Appl. Probab. Stat. 32, No. 4, 376--392 (2016; Zbl 1374.91045) 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
Dong, Yinghui; Han, Min A hyper-Erlang jump-diffusion process and applications in finance. (English) Zbl 1350.60075 J. Syst. Sci. Complex. 29, No. 2, 557-572 (2016). MSC: 60J60 60J75 91G80 PDF BibTeX XML Cite \textit{Y. Dong} and \textit{M. Han}, J. Syst. Sci. Complex. 29, No. 2, 557--572 (2016; Zbl 1350.60075) Full Text: DOI OpenURL
Zhang, Zhimin; Cheung, Eric C. K. The Markov additive risk process under an Erlangized dividend barrier strategy. (English) Zbl 1338.91081 Methodol. Comput. Appl. Probab. 18, No. 2, 275-306 (2016). MSC: 91B30 60K20 PDF BibTeX XML Cite \textit{Z. Zhang} and \textit{E. C. K. Cheung}, Methodol. Comput. Appl. Probab. 18, No. 2, 275--306 (2016; Zbl 1338.91081) Full Text: DOI Link OpenURL
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 PDF BibTeX XML Cite \textit{E. Marciniak} and \textit{Z. Palmowski}, J. Optim. Theory Appl. 168, No. 2, 723--742 (2016; Zbl 1344.49029) Full Text: DOI arXiv OpenURL
Feng, Runhuan; Volkmer, Hans W.; Zhang, Shuaiqi; Zhu, Chao Optimal dividend policies for piecewise-deterministic compound Poisson risk models. (English) Zbl 1401.91136 Scand. Actuar. J. 2015, No. 5, 423-454 (2015). MSC: 91B30 93E20 60J75 PDF BibTeX XML Cite \textit{R. Feng} et al., Scand. Actuar. J. 2015, No. 5, 423--454 (2015; Zbl 1401.91136) Full Text: DOI arXiv OpenURL
Dong, Yinghui; Chen, Yao; Zhu, Haifei A hyper-exponential jump-diffusion model under the barrier dividend strategy. (English) Zbl 1340.91045 Appl. Math., Ser. B (Engl. Ed.) 30, No. 1, 17-26 (2015). MSC: 91B30 60J75 60H10 PDF BibTeX XML Cite \textit{Y. Dong} et al., Appl. Math., Ser. B (Engl. Ed.) 30, No. 1, 17--26 (2015; Zbl 1340.91045) Full Text: DOI OpenURL
Hernández, Camilo; Junca, Mauricio Optimal dividend payments under a time of ruin constraint: exponential claims. (English) Zbl 1348.91146 Insur. Math. Econ. 65, 136-142 (2015). MSC: 91B30 PDF BibTeX XML Cite \textit{C. Hernández} and \textit{M. Junca}, Insur. Math. Econ. 65, 136--142 (2015; Zbl 1348.91146) Full Text: DOI arXiv 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
Wang, Chuanyu; Wang, Jian; Hu, Shana The dividends problems of ruin in a generalized Erlang(\(n\)) risk process perturbed by diffusion with a constant interest. (Chinese. English summary) Zbl 1340.91055 J. Yunnan Univ., Nat. Sci. 37, No. 2, 180-186 (2015). MSC: 91B30 62P05 PDF BibTeX XML Cite \textit{C. Wang} et al., J. Yunnan Univ., Nat. Sci. 37, No. 2, 180--186 (2015; Zbl 1340.91055) OpenURL
Braido, Luis H. B.; Shalders, Felipe L. Monopoly rents in contestable markets. (English) Zbl 1321.91043 Econ. Lett. 130, 89-92 (2015). MSC: 91B24 PDF BibTeX XML Cite \textit{L. H. B. Braido} and \textit{F. L. Shalders}, Econ. Lett. 130, 89--92 (2015; Zbl 1321.91043) Full Text: DOI OpenURL
Liu, Xiao; Chen, Zhenlong; Ming, Ruixing The optimal dividend barrier in the perturbed compound Poisson risk model with randomized observation time. (English) Zbl 1349.91148 J. Syst. Sci. Complex. 28, No. 2, 451-470 (2015). MSC: 91B30 62P05 PDF BibTeX XML Cite \textit{X. Liu} et al., J. Syst. Sci. Complex. 28, No. 2, 451--470 (2015; Zbl 1349.91148) 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
Norkin, B. V. Stochastic optimal control of risk processes with Lipschitz payoff functions. (English. Russian original) Zbl 1308.93229 Cybern. Syst. Anal. 50, No. 5, 774-787 (2014); translation from Kibern. Sist. Anal. No. 5, 139-154 (2014). MSC: 93E20 91B30 91B38 93C55 PDF BibTeX XML Cite \textit{B. V. Norkin}, Cybern. Syst. Anal. 50, No. 5, 774--787 (2014; Zbl 1308.93229); translation from Kibern. Sist. Anal. No. 5, 139--154 (2014) Full Text: DOI OpenURL
Lu, Yuhua; Wu, Rong Differentiability of dividends function on jump-diffusion risk process with a barrier dividend strategy. (English) Zbl 1321.60167 Front. Math. China 9, No. 5, 1073-1088 (2014). MSC: 60J75 60J60 91B30 91G80 PDF BibTeX XML Cite \textit{Y. Lu} and \textit{R. Wu}, Front. Math. China 9, No. 5, 1073--1088 (2014; Zbl 1321.60167) Full Text: DOI OpenURL
Zhao, Jin’e; Li, Ming; He, Shuhong On the Gerber-Shiu function and optimal dividend strategy for a thinning risk model. (Chinese. English summary) Zbl 1313.91099 Chin. J. Appl. Probab. Stat. 30, No. 4, 439-448 (2014). MSC: 91B30 PDF BibTeX XML Cite \textit{J. Zhao} et al., Chin. J. Appl. Probab. Stat. 30, No. 4, 439--448 (2014; Zbl 1313.91099) Full Text: DOI OpenURL
Choi, Michael C. H.; Cheung, Eric C. K. On the expected discounted dividends in the Cramér-Lundberg risk model with more frequent ruin monitoring than dividend decisions. (English) Zbl 1306.91072 Insur. Math. Econ. 59, 121-132 (2014). MSC: 91B30 PDF BibTeX XML Cite \textit{M. C. H. Choi} and \textit{E. C. K. Cheung}, Insur. Math. Econ. 59, 121--132 (2014; Zbl 1306.91072) Full Text: DOI OpenURL
Zou, Wei; Gao, Jian-wei; Xie, Jie-hua On the expected discounted penalty function and optimal dividend strategy for a risk model with random incomes and interclaim-dependent claim sizes. (English) Zbl 1291.91139 J. Comput. Appl. Math. 255, 270-281 (2014). MSC: 91B30 PDF BibTeX XML Cite \textit{W. Zou} et al., J. Comput. Appl. Math. 255, 270--281 (2014; Zbl 1291.91139) Full Text: DOI OpenURL
Socha, Dariusz Discrete time optimal dividend problem with constant premium and exponentially distributed claims. (English) Zbl 1295.90102 Appl. Math. 41, No. 1, 13-31 (2014). MSC: 90C40 90C46 PDF BibTeX XML Cite \textit{D. Socha}, Appl. Math. 41, No. 1, 13--31 (2014; Zbl 1295.90102) Full Text: DOI OpenURL
Liu, Xiao; Chen, Zhenlong Dividend problems in the dual model with diffusion and exponentially distributed observation time. (English) Zbl 1331.91101 Stat. Probab. Lett. 87, 175-183 (2014). MSC: 91B30 62P05 PDF BibTeX XML Cite \textit{X. Liu} and \textit{Z. Chen}, Stat. Probab. Lett. 87, 175--183 (2014; Zbl 1331.91101) Full Text: DOI OpenURL
Bo, Lijun; Song, Renming; Tang, Dan; Wang, Yongjin; Yang, Xuewei Erratum to “Lévy risk model with two-sided jumps and a barrier dividend strategy”. (English) Zbl 1291.91094 Insur. Math. Econ. 52, No. 1, 124-125 (2013). MSC: 91B30 60G51 60J75 PDF BibTeX XML Cite \textit{L. Bo} et al., Insur. Math. Econ. 52, No. 1, 124--125 (2013; Zbl 1291.91094) Full Text: DOI OpenURL
Avanzi, Benjamin; Cheung, Eric C. K.; Wong, Bernard; Woo, Jae-Kyung On a periodic dividend barrier strategy in the dual model with continuous monitoring of solvency. (English) Zbl 1291.91088 Insur. Math. Econ. 52, No. 1, 98-113 (2013). MSC: 91B30 91G50 PDF BibTeX XML Cite \textit{B. Avanzi} et al., Insur. Math. Econ. 52, No. 1, 98--113 (2013; Zbl 1291.91088) Full Text: DOI Link OpenURL
Yin, Chuancun; Wen, Yuzhen Optimal dividend problem with a terminal value for spectrally positive Lévy processes. (English) Zbl 1290.91176 Insur. Math. Econ. 53, No. 3, 769-773 (2013). MSC: 91G50 60G51 93E20 PDF BibTeX XML Cite \textit{C. Yin} and \textit{Y. Wen}, Insur. Math. Econ. 53, No. 3, 769--773 (2013; Zbl 1290.91176) Full Text: DOI arXiv OpenURL
Kasozi, Juma; Mahera, Charles Wilson Dividend payouts in a perturbed risk process compounded by investments of the Black-Scholes type. (English) Zbl 1285.91058 Far East J. Appl. Math. 82, No. 1, 1-16 (2013). MSC: 91B30 PDF BibTeX XML Cite \textit{J. Kasozi} and \textit{C. W. Mahera}, Far East J. Appl. Math. 82, No. 1, 1--16 (2013; Zbl 1285.91058) Full Text: Link OpenURL
Yin, Chuancun; Shen, Ying; Wen, Yuzhen Exit problems for jump processes with applications to dividend problems. (English) Zbl 1267.91076 J. Comput. Appl. Math. 245, 30-52 (2013). MSC: 91G20 60J75 60G51 91B30 PDF BibTeX XML Cite \textit{C. Yin} et al., J. Comput. Appl. Math. 245, 30--52 (2013; Zbl 1267.91076) Full Text: DOI OpenURL
Hunting, Martin; Paulsen, Jostein Optimal dividend policies with transaction costs for a class of jump-diffusion processes. (English) Zbl 1256.91066 Finance Stoch. 17, No. 1, 73-106 (2013). MSC: 91G80 49N25 45J05 93E20 PDF BibTeX XML Cite \textit{M. Hunting} and \textit{J. Paulsen}, Finance Stoch. 17, No. 1, 73--106 (2013; Zbl 1256.91066) Full Text: DOI Link OpenURL
Sun, Guohong; Liu, Peng A constant dividend barrier in a risk model with Farlie-Gumbel-Morgenstern copula. (English) Zbl 1274.91257 Acta Sci. Nat. Univ. Nankaiensis 45, No. 3, 76-83 (2012). MSC: 91B30 62P05 PDF BibTeX XML Cite \textit{G. Sun} and \textit{P. Liu}, Acta Sci. Nat. Univ. Nankaiensis 45, No. 3, 76--83 (2012; Zbl 1274.91257) OpenURL
Bai, Lihua; Hunting, Martin; Paulsen, Jostein Optimal dividend policies for a class of growth-restricted diffusion processes under transaction costs and solvency constraints. (English) Zbl 1252.91083 Finance Stoch. 16, No. 3, 477-511 (2012). MSC: 91G80 49N25 93E20 60J70 65M06 PDF BibTeX XML Cite \textit{L. Bai} et al., Finance Stoch. 16, No. 3, 477--511 (2012; Zbl 1252.91083) Full Text: DOI Link OpenURL
Dong, Hua; Yin, Chuancun Complete monotonicity of the probability of ruin and de Finetti’s dividend problem. (English) Zbl 1259.91072 J. Syst. Sci. Complex. 25, No. 1, 178-185 (2012). MSC: 91B69 93E03 91B30 PDF BibTeX XML Cite \textit{H. Dong} and \textit{C. Yin}, J. Syst. Sci. Complex. 25, No. 1, 178--185 (2012; Zbl 1259.91072) Full Text: DOI OpenURL
Bai, Lihua; Paulsen, Jostein On non-trivial barrier solutions of the dividend problem for a diffusion under constant and proportional transaction costs. (English) Zbl 1252.49057 Stochastic Processes Appl. 122, No. 12, 4005-4027 (2012). MSC: 49N25 93E20 91B26 60J70 PDF BibTeX XML Cite \textit{L. Bai} and \textit{J. Paulsen}, Stochastic Processes Appl. 122, No. 12, 4005--4027 (2012; Zbl 1252.49057) Full Text: DOI arXiv OpenURL
Bo, Lijun; Song, Renming; Tang, Dan; Wang, Yongjin; Yang, Xuewei Lévy risk model with two-sided jumps and a barrier dividend strategy. (English) Zbl 1244.91044 Insur. Math. Econ. 50, No. 2, 280-291 (2012); erratum ibid. 52, No. 1, 124-125 (2013). Reviewer: Hanspeter Schmidli (Köln) MSC: 91B30 60G51 60J75 PDF BibTeX XML Cite \textit{L. Bo} et al., Insur. Math. Econ. 50, No. 2, 280--291 (2012; Zbl 1244.91044) Full Text: DOI OpenURL
Wang, Shan Shan; Zhang, Chun Sheng The maximum surplus before ruin and related problems in a jump-diffusion renewal risk process. (English) Zbl 1268.91085 Acta Math. Sin., Engl. Ser. 27, No. 12, 2379-2394 (2011). MSC: 91B30 60G15 60K10 PDF BibTeX XML Cite \textit{S. S. Wang} and \textit{C. S. Zhang}, Acta Math. Sin., Engl. Ser. 27, No. 12, 2379--2394 (2011; Zbl 1268.91085) Full Text: DOI OpenURL
Ma, Xue-Min; Luo, Kui; Wang, Guang-Ming; Hu, Yi-Jun Constant barrier strategies in a two-state Markov-modulated dual risk model. (English) Zbl 1268.91171 Acta Math. Appl. Sin., Engl. Ser. 27, No. 4, 679-690 (2011). MSC: 91G50 60J05 60J22 35Q91 PDF BibTeX XML Cite \textit{X.-M. Ma} et al., Acta Math. Appl. Sin., Engl. Ser. 27, No. 4, 679--690 (2011; Zbl 1268.91171) Full Text: DOI OpenURL
Xiang, Mingyin; Wei, Jiaqin Optimal dividend strategy under the risk model with stochastic premium. (English) Zbl 1240.91076 Chin. J. Appl. Probab. Stat. 27, No. 1, 39-47 (2011). MSC: 91B30 62P05 PDF BibTeX XML Cite \textit{M. Xiang} and \textit{J. Wei}, Chin. J. Appl. Probab. Stat. 27, No. 1, 39--47 (2011; Zbl 1240.91076) OpenURL
Wong, Hoi Ying; Zhao, Jing Optimal dividends and bankruptcy procedures: Analysis of the Ornstein-Uhlenbeck process. (English) Zbl 1231.91044 J. Comput. Appl. Math. 236, No. 2, 150-166 (2011). Reviewer: Antoine Jacquier (London) MSC: 91A43 68Q17 90B18 PDF BibTeX XML Cite \textit{H. Y. Wong} and \textit{J. Zhao}, J. Comput. Appl. Math. 236, No. 2, 150--166 (2011; Zbl 1231.91044) Full Text: DOI OpenURL
Yuen, Kam Chuen; Yin, Chuancun On optimality of the barrier strategy for a general Lévy risk process. (English) Zbl 1219.91076 Math. Comput. Modelling 53, No. 9-10, 1700-1707 (2011). MSC: 91B30 60G51 PDF BibTeX XML Cite \textit{K. C. Yuen} and \textit{C. Yin}, Math. Comput. Modelling 53, No. 9--10, 1700--1707 (2011; Zbl 1219.91076) Full Text: DOI arXiv OpenURL
Kasozi, Juma; Mayambala, Fred; Mahera, Charles W. Dividend maximization in the Cramer-Lundberg model using homotopy analysis method. (English) Zbl 1219.91070 J. Math. Stat. 7, No. 1, 61-67 (2011). MSC: 91B30 91G60 PDF BibTeX XML Cite \textit{J. Kasozi} et al., J. Math. Stat. 7, No. 1, 61--67 (2011; Zbl 1219.91070) Full Text: DOI OpenURL
Fang, Ying; Wu, Rong On optimality of the barrier strategy for the classical risk model with interest. (English) Zbl 1217.91088 Acta Math. Appl. Sin., Engl. Ser. 27, No. 1, 75-84 (2011). Reviewer: Johannes Muhle-Karbe (Zürich) MSC: 91B30 60J75 PDF BibTeX XML Cite \textit{Y. Fang} and \textit{R. Wu}, Acta Math. Appl. Sin., Engl. Ser. 27, No. 1, 75--84 (2011; Zbl 1217.91088) Full Text: DOI OpenURL
Gerber, Hans U.; Yang, Hailiang Obtaining the dividends-penalty identities by interpretation. (English) Zbl 1231.91487 Insur. Math. Econ. 47, No. 2, 206-207 (2010). MSC: 91G70 91B30 PDF BibTeX XML Cite \textit{H. U. Gerber} and \textit{H. Yang}, Insur. Math. Econ. 47, No. 2, 206--207 (2010; Zbl 1231.91487) Full Text: DOI OpenURL
Xue, Ying; Zhang, Chunsheng First-exit time and barrier strategy of a jump diffusion process with two-sided jumps. (English) Zbl 1240.91081 Acta Sci. Nat. Univ. Nankaiensis 43, No. 6, 56-62 (2010). MSC: 91B30 62P05 60J60 60J75 PDF BibTeX XML Cite \textit{Y. Xue} and \textit{C. Zhang}, Acta Sci. Nat. Univ. Nankaiensis 43, No. 6, 56--62 (2010; Zbl 1240.91081) OpenURL
Wang, Wei; Zhang, Chunsheng Optimal dividend strategies in the diffusion model with stochastic return on investments. (English) Zbl 1231.91247 J. Syst. Sci. Complex. 23, No. 6, 1071-1085 (2010). MSC: 91B30 91G50 49L20 PDF BibTeX XML Cite \textit{W. Wang} and \textit{C. Zhang}, J. Syst. Sci. Complex. 23, No. 6, 1071--1085 (2010; Zbl 1231.91247) Full Text: DOI OpenURL
Bai, Lihua; Paulsen, Jostein Optimal dividend policies with transaction costs for a class of diffusion processes. (English) Zbl 1208.49043 SIAM J. Control Optim. 48, No. 8, 4987-5008 (2010). MSC: 49N25 93E20 91G10 60J70 PDF BibTeX XML Cite \textit{L. Bai} and \textit{J. Paulsen}, SIAM J. Control Optim. 48, No. 8, 4987--5008 (2010; Zbl 1208.49043) Full Text: DOI OpenURL
Wang, Wei; He, Jing-Min; Wu, Rong Smoothness of certain functions in two kinds of risk models with a barrier dividend strategy. (English) Zbl 1207.60057 Acta Math. Appl. Sin., Engl. Ser. 26, No. 4, 661-668 (2010). Reviewer: Nicko G. Gamkrelidze (Moskva) MSC: 60K10 60J75 91B30 PDF BibTeX XML Cite \textit{W. Wang} et al., Acta Math. Appl. Sin., Engl. Ser. 26, No. 4, 661--668 (2010; Zbl 1207.60057) Full Text: DOI OpenURL
Azcue, Pablo; Muler, Nora Optimal investment policy and dividend payment strategy in an insurance company. (English) Zbl 1196.91033 Ann. Appl. Probab. 20, No. 4, 1253-1302 (2010). Reviewer: Georgiy Shevchenko (Kiev) MSC: 91B30 91G50 91B70 49L25 PDF BibTeX XML Cite \textit{P. Azcue} and \textit{N. Muler}, Ann. Appl. Probab. 20, No. 4, 1253--1302 (2010; Zbl 1196.91033) Full Text: DOI arXiv OpenURL
Dassios, Angelos; Wu, Shanle On barrier strategy dividends with Parisian implementation delay for classical surplus processes. (English) Zbl 1231.91430 Insur. Math. Econ. 45, No. 2, 195-202 (2009). MSC: 91G20 PDF BibTeX XML Cite \textit{A. Dassios} and \textit{S. Wu}, Insur. Math. Econ. 45, No. 2, 195--202 (2009; Zbl 1231.91430) Full Text: DOI OpenURL
Cai, Jun; Feng, Runhuan; Willmot, Gordon E. Analysis of the compound Poisson surplus model with liquid reserves, interest and dividends. (English) Zbl 1205.91079 Astin Bull. 39, No. 1, 225-247 (2009). MSC: 91B30 62P05 PDF BibTeX XML Cite \textit{J. Cai} et al., ASTIN Bull. 39, No. 1, 225--247 (2009; Zbl 1205.91079) Full Text: DOI OpenURL
Ma, Jianjing; Wu, Rong On a barrier strategy for the classical risk process with constant interest force. (English) Zbl 1212.91043 Chin. J. Eng. Math. 26, No. 6, 1133-1136 (2009). MSC: 91B30 62P05 PDF BibTeX XML Cite \textit{J. Ma} and \textit{R. Wu}, Chin. J. Eng. Math. 26, No. 6, 1133--1136 (2009; Zbl 1212.91043) OpenURL
Yin, Chuancun; Wang, Chunwei Optimality of the barrier strategy in de Finetti’s dividend problem for spectrally negative Lévy processes: an alternative approach. (English) Zbl 1176.60034 J. Comput. Appl. Math. 233, No. 2, 482-491 (2009). MSC: 60G51 93E20 PDF BibTeX XML Cite \textit{C. Yin} and \textit{C. Wang}, J. Comput. Appl. Math. 233, No. 2, 482--491 (2009; Zbl 1176.60034) Full Text: DOI OpenURL
Cheung, Eric C. K.; Landriault, David Perturbed MAP risk models with dividend barrier strategies. (English) Zbl 1180.60071 J. Appl. Probab. 46, No. 2, 521-541 (2009). Reviewer: A. Świerniak (Gliwice) MSC: 60J75 60J25 60J60 91B30 91B70 60J27 91B26 PDF BibTeX XML Cite \textit{E. C. K. Cheung} and \textit{D. Landriault}, J. Appl. Probab. 46, No. 2, 521--541 (2009; Zbl 1180.60071) Full Text: DOI OpenURL
Yin, G.; Song, Q. S.; Yang, H. Stochastic optimization algorithms for barrier dividend strategies. (English) Zbl 1152.91559 J. Comput. Appl. Math. 223, No. 1, 240-262 (2009). MSC: 91B28 90C15 91B30 91B70 62L20 62P05 PDF BibTeX XML Cite \textit{G. Yin} et al., J. Comput. Appl. Math. 223, No. 1, 240--262 (2009; Zbl 1152.91559) Full Text: DOI OpenURL
Kulenko, Natalie; Schmidli, Hanspeter Optimal dividend strategies in a Cramér-Lundberg model with capital injections. (English) Zbl 1189.91075 Insur. Math. Econ. 43, No. 2, 270-278 (2008). MSC: 91B30 91G80 PDF BibTeX XML Cite \textit{N. Kulenko} and \textit{H. Schmidli}, Insur. Math. Econ. 43, No. 2, 270--278 (2008; Zbl 1189.91075) Full Text: DOI OpenURL
Paulsen, Jostein Optimal dividend payments and reinvestments of diffusion processes with both fixed and proportional costs. (English) Zbl 1171.49027 SIAM J. Control Optim. 47, No. 5, 2201-2226 (2008). MSC: 49N25 93E20 91B28 60J70 PDF BibTeX XML Cite \textit{J. Paulsen}, SIAM J. Control Optim. 47, No. 5, 2201--2226 (2008; Zbl 1171.49027) Full Text: DOI OpenURL
Bressan, Alberto; Burago, Maria; Friend, Arthur; Jou, Jessica Blocking strategies for a fire control problem. (English) Zbl 1160.49043 Anal. Appl., Singap. 6, No. 3, 229-246 (2008). MSC: 49N90 34A60 93B03 49Q20 PDF BibTeX XML Cite \textit{A. Bressan} et al., Anal. Appl., Singap. 6, No. 3, 229--246 (2008; Zbl 1160.49043) Full Text: DOI OpenURL
Wan, Ning; Yu, Yi Free boundary problem from a dividend payment model with barrier strategy. (Chinese. English summary) Zbl 1174.91573 J. Tongji Univ., Nat. Sci. 35, No. 3, 427-430 (2007). MSC: 91B64 62P05 45K05 PDF BibTeX XML Cite \textit{N. Wan} and \textit{Y. Yu}, J. Tongji Univ., Nat. Sci. 35, No. 3, 427--430 (2007; Zbl 1174.91573) OpenURL
Paulsen, Jostein Optimal dividend payments until ruin of diffusion processes when payments are subject to both fixed and proportional costs. (English) Zbl 1126.93058 Adv. Appl. Probab. 39, No. 3, 669-689 (2007). MSC: 93E20 49J15 49K15 60J70 91G80 PDF BibTeX XML Cite \textit{J. Paulsen}, Adv. Appl. Probab. 39, No. 3, 669--689 (2007; Zbl 1126.93058) Full Text: DOI OpenURL
Avanzi, Benjamin; Gerber, Hans U.; Shiu, Elias S. W. Optimal dividends in the dual model. (English) Zbl 1131.91026 Insur. Math. Econ. 41, No. 1, 111-123 (2007). Reviewer: Antonis Papapantoleon (Wien) MSC: 91G50 91B30 60G51 PDF BibTeX XML Cite \textit{B. Avanzi} et al., Insur. Math. Econ. 41, No. 1, 111--123 (2007; Zbl 1131.91026) Full Text: DOI OpenURL
Yuen, Kam C.; Wang, Guojing; Li, Wai K. The Gerber-Shiu expected discounted penalty function for risk processes with interest and a constant dividend barrier. (English) Zbl 1273.91456 Insur. Math. Econ. 40, No. 1, 104-112 (2007). MSC: 91G50 91B30 45J05 PDF BibTeX XML Cite \textit{K. C. Yuen} et al., Insur. Math. Econ. 40, No. 1, 104--112 (2007; Zbl 1273.91456) Full Text: DOI OpenURL
Mármol, Maite; Claramunt, M. Mercè; Alegre, Antonio Optimal dividend strategies: some economic interpretations for the constant barrier case. (English) Zbl 1192.91117 J. Actuar. Pract. 12, 215-225 (2005). MSC: 91B30 PDF BibTeX XML Cite \textit{M. Mármol} et al., J. Actuar. Pract. 12, 215--225 (2005; Zbl 1192.91117) OpenURL
Højgaard, Bjarne Optimal dynamic premium control in non-life insurance. Maximizing dividend pay-outs. (English) Zbl 1039.91042 Scand. Actuar. J. 2002, No. 4, 225-245 (2002). Reviewer: A. D. Borisenko (Kyïv) MSC: 91B30 PDF BibTeX XML Cite \textit{B. Højgaard}, Scand. Actuar. J. 2002, No. 4, 225--245 (2002; Zbl 1039.91042) Full Text: DOI OpenURL
Tseng, Paul Convergent infeasible interior-point trust-region methods for constrained minimization. (English) Zbl 1049.90128 SIAM J. Optim. 13, No. 2, 432-469 (2002). MSC: 90C51 65K10 90C30 PDF BibTeX XML Cite \textit{P. Tseng}, SIAM J. Optim. 13, No. 2, 432--469 (2002; Zbl 1049.90128) Full Text: DOI OpenURL
Paulsen, Jostein; Gjessing, Håkon K. Optimal choice of dividend barriers for a risk process with stochastic return on investments. (English) Zbl 0894.90048 Insur. Math. Econ. 20, No. 3, 215-223 (1997). MSC: 91B30 60H10 45J05 PDF BibTeX XML Cite \textit{J. Paulsen} and \textit{H. K. Gjessing}, Insur. Math. Econ. 20, No. 3, 215--223 (1997; Zbl 0894.90048) Full Text: DOI OpenURL
Petrosyan, L. A. Differential pursuit games. (Differentsial’nye igry preslodovaniya). (Russian) Zbl 0457.90087 Leningradskij Ordena Lenina i Ordena Trudovogo Krasnogo Znameni Gosudarstvennyj Universitet im. A. A. Zhdanova. Leningrad: Izdatel’stvo Leningradskogo Universiteta. 222 p. R. 0.89 (1977). MSC: 91A24 91A23 90-02 93C55 93C99 93C15 93D05 93D15 49K15 PDF BibTeX XML OpenURL