Optimal dividends in the Brownian motion risk model with interest

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Cites work

Controlled diffusion models for optimal dividend pay-out
scientific article; zbMATH DE number 3863589 (Why is no real title available?)
scientific article; zbMATH DE number 158461 (Why is no real title available?)
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scientific article; zbMATH DE number 3307211 (Why is no real title available?)
scientific article; zbMATH DE number 3333061 (Why is no real title available?)
On optimal dividend strategies in the compound Poisson model
On optimal dividends: from reflection to refraction
Optimal Consumption for General Diffusions with Absorbing and Reflecting Barriers
Optimal Dividends In An Ornstein-Uhlenbeck Type Model With Credit And Debit Interest

Cited in

(29)

Optimising dividends and consumption under an exponential CIR as a discount factor
Optimal risk exposure and dividend payout policies under model uncertainty
An optimal dividend strategy in the discrete Sparre Andersen model with bounded dividend rates
The exit time and the dividend value function for one-dimensional diffusion processes
Alternative approach to the optimality of the threshold strategy for spectrally negative Lévy processes
Total duration of negative surplus for a Brownian motion risk model with interest
On a mean reverting dividend strategy with Brownian motion
Optimal control with restrictions for a diffusion risk model under constant interest force
Dividend optimisation: a behaviouristic approach
Optimal dividends under a drawdown constraint and a curious square-root rule
A stochastic control problem with linearly bounded control rates in a Brownian model
On Risk Model with Dividends Payments Perturbed by a Brownian Motion – An Algorithmic Approach
Optimal expected exponential utility of dividend payments in a Brownian risk model
scientific article; zbMATH DE number 5631012 (Why is no real title available?)
Optimal financing and dividend distribution with transaction costs in the case of restricted dividend rates
Dividend optimization for general diffusions with restricted dividend payment rates
Optimal dividend strategy in compound binomial model with bounded dividend rates
Optimal dividend strategies in a delayed claim risk model with dividends discounted by stochastic interest rates
Optimal Dividends In An Ornstein-Uhlenbeck Type Model With Credit And Debit Interest
“Optimal Dividends in an Ornstein-Uhlenbeck Type Model with Credit and Debit Interest,” by Jun Cai, Hans U. Gerber, Hailang Yang, April 2006
Strategies for dividend distribution: a review
Optimal Ratcheting of Dividends in a Brownian Risk Model
Optimal dividend strategy in the Brownian motion model with interest and randomized observation time
Geometric Brownian Motion Models for Assets and Liabilities: From Pension Funding to Optimal Dividends
Measuring the suboptimality of dividend controls in a Brownian risk model
Optimality of the threshold dividend strategy for the compound Poisson model
Optimal dividends and bankruptcy procedures: Analysis of the Ornstein-Uhlenbeck process
Optimizing expected utility of dividend payments for a Brownian risk process and a peculiar nonlinear ODE
Optimal dividends under a stochastic interest rate

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