Optimal dividend and equity issuance problem with proportional and fixed transaction costs

Controlled diffusion models for optimal dividend pay-out

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

Business, Business Economics, Economics +11

Optimization of the flow of dividends

Monique Jeanblanc‐Picqué, Albert N. Shiryaev · Russian Mathematical Surveys · 1995 · 334 citations

Business, Business Economics, Economics +10

On the optimal dividend problem for a spectrally negative Lévy process

Florin Avram, Zbigniew Palmowski, Martijn Pistorius · The Annals of Applied Probability · 2007 · 318 citations · Full text

Business, Economics, Insurance +12

Optimal risk control and dividend distribution policies. Example of excess-of loss reinsurance for an insurance corporation

S⊘ren Asmussen, Bjarne H�jgaard, Michael Taksar · Finance and Stochastics · 2000 · 262 citations

Business, Insurance, Risk Management +17

Controlling Risk Exposure and Dividends Payout Schemes:Insurance Company Example

Bjarne Hø Jgaard, Michael Taksar · Mathematical Finance · 1999 · 226 citations

Business, Economics, Finance +17