The Gerber–Shiu expected discounted penalty function for risk processes with interest and a constant dividend barrier

On the Time Value of Ruin

Hans U. Gerber, Elias S. W. Shiu · North American Actuarial Journal · 1998 · 793 citations

Social Sciences, Economics, Finance +16

Mathematical Methods in Risk Theory.

R. E. Beard, H. Buhlmann · Journal of the Royal Statistical Society Series A (General) · 1971 · 508 citations

Business, Finance, Mathematics +14

Controlled diffusion models for optimal dividend pay-out

Søren Asmussen, Michael Taksar · Insurance Mathematics and Economics · 1997 · 414 citations

Business, Business Economics, Economics +11

The classical risk model with a constant dividend barrier: analysis of the Gerber–Shiu discounted penalty function

X. Sheldon Lin, Gordon E. Willmot, Steve Drekic · Insurance Mathematics and Economics · 2003 · 225 citations

Business, Economics, Finance +11

Some Optimal Dividends Problems

David Dickson, Howard R. Waters · Astin Bulletin · 2004 · 207 citations · Full text

Business, Economics, Finance +13