Optimal dividend and capital injection problem in the dual model with proportional and fixed transaction costs

Optimization of the flow of dividends

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

Business, Business Economics, Economics +10

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

On Optimal Dividend Strategies In The Compound Poisson Model

Hans U. Gerber, Elias S. W. Shiu · North American Actuarial Journal · 2006 · 246 citations

Business, Economics, Finance +16

Controlling Risk Exposure and Dividends Payout Schemes:Insurance Company Example

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

Business, Economics, Finance +17

Optimal Consumption for General Diffusions with Absorbing and Reflecting Barriers

Steven E. Shreve, John P. Lehoczky, Donald P. Gaver · SIAM Journal on Control and Optimization · 1984 · 214 citations

Engineering, Economics, Inventory Control +14