1. The Power of Faith: Effects of an Imam-led Information Campaign on Labor Supply and Social Interactions. (2025). Federico, Salvatore ; Modena, Andrea ; Regis, Luca.
   In: CRC TR 224 Discussion Paper Series.
   RePEc:bon:boncrc:crctr224_2025_622.

   Full description at Econpapers || Download paper

2. Optimal dividend decisions with capital infusion in a dynamic nonterminal bankruptcy model. (2024). Zhang, Shu ; Chen, Peimin ; Wu, Chunchi.
   In: Review of Quantitative Finance and Accounting.
   RePEc:kap:rqfnac:v:62:y:2024:i:3:d:10.1007_s11156-023-01229-1.

   Full description at Econpapers || Download paper

3. On the surplus management of funds with assets and liabilities in presence of solvency requirements. (2022). Chen, Ping ; Brandt, Lars Frederik ; Wong, Bernard ; Avanzi, Benjamin.
   In: Papers.
   RePEc:arx:papers:2203.05139.

   Full description at Econpapers || Download paper

4. A Perturbation Approach to Optimal Investment, Liability Ratio, and Dividend Strategies. (2021). Xu, Zuo Quan ; Jin, Zhuo ; Zou, Bin.
   In: Papers.
   RePEc:arx:papers:2012.06703.

   Full description at Econpapers || Download paper

1. Albrecher H, Thonhauser S (2009) Optimality results for dividend problems in insurance. RACSAM-Revista de la Real Academia de Ciencias Exactas Fisicas y Naturales Serie A Matematicas 103(2):295–320.
   Paper not yet in RePEc: Add citation now
   
2. Alvarez LHR (2018) A class of solvable stationary singular stochastic control problems. arXiv:1803.03464 .
   Paper not yet in RePEc: Add citation now
   

3. Asmussen S, Taksar M (1997) Controlled diffusion models for optimal dividend pay-out. Insur Math Econ 20(1):1–15.

4. Avanzi B (2009) Strategies for dividend distribution: a review. N Am Actuar J 13(2):217–251.

5. Avanzi B, Shen J, Wong B (2011) Optimal dividends and capital injections in the dual model with diffusion. ASTIN Bull J IAA 41(2):611–644.

6. Avram F, Palmowski Z, Pistorius MR et al (2007) On the optimal dividend problem for a spectrally negative Lévy process. Ann Appl Probab 17(1):156–180.

7. Bai L, Hunting M, Paulsen J (2012) Optimal dividend policies for a class of growth-restricted diffusion processes under transaction costs and solvency constraints. Finance Stoch 16(3):477–511.

8. Björk T, Khapko M, Murgoci A (2017) On time-inconsistent stochastic control in continuous time. Finance Stoch 21(2):331–360.

9. Chen S, Wang X, Deng Y, Zeng Y (2016) Optimal dividend-financing strategies in a dual risk model with time-inconsistent preferences. Insur Math Econ 67:27–37.

10. Christensen S, Lindensjö K (2018) On finding equilibrium stopping times for time-inconsistent Markovian problems. SIAM J Control Optim 56(6):4228–4255.
    Paper not yet in RePEc: Add citation now
    

11. Christensen S, Lindensjö K (2020) On time-inconsistent stopping problems and mixed strategy stopping times. Stoch Process Appl 130(5):2886–2917.

12. Dai H, Liu Z, Luan N (2010) Optimal dividend strategies in a dual model with capital injections. Math Methods Oper Res 72(1):129–143.

13. De Angelis T, Ekström E (2017) The dividend problem with a finite horizon. Ann Appl Probab 27(6):3525–3546.

14. De Finetti B (1957) Su un’impostazione alternativa della teoria collettiva del rischio. In: Transactions of the XVth international congress of actuaries, vol 2, pp 433–443. New York.
    Paper not yet in RePEc: Add citation now
    

15. Décamps J-P, Mariotti T, Rochet J-C, Villeneuve S (2011) Free cash flow, issuance costs, and stock prices. J Finance 66(5):1501–1544.

16. Gajek L, Kuciński L (2017) Complete discounted cash flow valuation. Insur Math Econ 73:1–19.

17. Grandits P (2013) Optimal consumption in a Brownian model with absorption and finite time horizon. Appl Math Optim 67(2):197–241.
    Paper not yet in RePEc: Add citation now
    

18. He L, Hou P, Liang Z (2008) Optimal control of the insurance company with proportional reinsurance policy under solvency constraints. Insur Math Econ 43(3):474–479.

19. He L, Liang Z (2009) Optimal financing and dividend control of the insurance company with fixed and proportional transaction costs. Insur Math Econ 44(1):88–94.

20. Hugonnier J, Morellec E (2017) Bank capital, liquid reserves, and insolvency risk. J Financ Econ 125(2):266–285.

21. Jeanblanc-Picqué M, Shiryaev AN (1995) Optimization of the flow of dividends. Uspekhi Matematicheskikh Nauk 50(2):25–46.
    Paper not yet in RePEc: Add citation now
    
22. Karatzas I, Shreve SE (1991) Brownian motion and stochastic calculus (graduate texts in mathematics), 2nd edn. Springer, Berlin.
    Paper not yet in RePEc: Add citation now
    

23. Kulenko N, Schmidli H (2008) Optimal dividend strategies in a Cramér–Lundberg model with capital injections. Insur Math Econ 43(2):270–278.

24. Lindensjö K (2019) A regular equilibrium solves the extended HJB system. Oper Res Lett 47(5):427–432.
    Paper not yet in RePEc: Add citation now
    

25. Løkka A, Zervos M (2008) Optimal dividend and issuance of equity policies in the presence of proportional costs. Insur Math Econ 42(3):954–961.

26. Paulsen J (2003) Optimal dividend payouts for diffusions with solvency constraints. Finance Stoch 7(4):457–473.
    Paper not yet in RePEc: Add citation now
    
27. Paulsen J (2008) Optimal dividend payments and reinvestments of diffusion processes with both fixed and proportional costs. SIAM J Control Optim 47(5):2201–2226.
    Paper not yet in RePEc: Add citation now
    

28. Peng X, Chen M, Guo J (2012) Optimal dividend and equity issuance problem with proportional and fixed transaction costs. Insur Math Econ 51(3):576–585.

29. Pilipenko A (2014) An introduction to stochastic differential equations with reflection, vol 1. Universitätsverlag Potsdam, Potsdam.
    Paper not yet in RePEc: Add citation now
    
30. Schmidli H (2008) Stochastic control in insurance. Springer, Berlin.
    Paper not yet in RePEc: Add citation now
    
31. Schmidli H (2017) On capital injections and dividends with tax in a diffusion approximation. Scand Actuar J 2017(9):751–760.
    Paper not yet in RePEc: Add citation now
    

32. Sethi SP, Taksar MI (2002) Optimal financing of a corporation subject to random returns. Math Finance 12(2):155–172.

33. Shreve SE, Lehoczky JP, Gaver DP (1984) Optimal consumption for general diffusions with absorbing and reflecting barriers. SIAM J Control Optim 22(1):55–75.
    Paper not yet in RePEc: Add citation now
    

34. Taksar MI (2000) Optimal risk and dividend distribution control models for an insurance company. Math Methods Oper Res 51(1):1–42.

35. Wang H, Yin C (2008) Moments of the first passage time of one-dimensional diffusion with two-sided barriers. Stat Probab Lett 78(18):3373–3380.

36. Yao D, Yang H, Wang R (2011) Optimal dividend and capital injection problem in the dual model with proportional and fixed transaction costs. Eur J Oper Res 211(3):568–576.

37. Zhang S, Liu G, Li Y (2010) Optimal dividend payments in classical risk model with capital injections and solvency constraints. In: 2010 2nd International conference on information science and engineering (ICISE). IEEE, pp 2947–2950.
    Paper not yet in RePEc: Add citation now
    

38. Zhou M, Yuen KC (2012) Optimal reinsurance and dividend for a diffusion model with capital injection: variance premium principle. Econ Model 29(2):198–207.

39. Zhu J, Yang H (2016) Optimal capital injection and dividend distribution for growth restricted diffusion models with bankruptcy. Insur Math Econ 70:259–271.

1. Optimal risk and dividend strategies with transaction costs and terminal value. (2016). Zhao, Yongxia ; Cheng, Gongpin.
   In: Economic Modelling.
   RePEc:eee:ecmode:v:54:y:2016:i:c:p:522-536.

   Full description at Econpapers || Download paper

2. On the Optimal Dividend Problem in the Dual Model with Surplus-Dependent Premiums. (2016). Palmowski, Zbigniew ; Marciniak, Ewa.
   In: Papers.
   RePEc:arx:papers:1605.04584.

   Full description at Econpapers || Download paper

3. A Note on the Optimal Dividends Paid in a Foreign Currency. (2016). Kruhner, Paul ; Eisenberg, Julia.
   In: Papers.
   RePEc:arx:papers:1603.07615.

   Full description at Econpapers || Download paper

4. Bayesian Dividend Optimization and Finite Time Ruin Probabilities. (2016). Thonhauser, Stefan ; Szolgyenyi, Michaela ; Leobacher, Gunther.
   In: Papers.
   RePEc:arx:papers:1602.04660.

   Full description at Econpapers || Download paper

5. Dividend maximization in a hidden Markov switching model. (2016). Szolgyenyi, Michaela.
   In: Papers.
   RePEc:arx:papers:1602.04656.

   Full description at Econpapers || Download paper

6. An optimal consumption problem in finite time with a constraint on the ruin probability. (2015). Grandits, Peter.
   In: Finance and Stochastics.
   RePEc:spr:finsto:v:19:y:2015:i:4:p:791-847.

   Full description at Econpapers || Download paper

7. Optimal dividends under a stochastic interest rate. (2015). Eisenberg, Julia.
   In: Insurance: Mathematics and Economics.
   RePEc:eee:insuma:v:65:y:2015:i:c:p:259-266.

   Full description at Econpapers || Download paper

8. Optimal debt ratio and dividend payment strategies with reinsurance. (2015). Jin, Zhuo ; Yang, Hailiang ; Yin, G.
   In: Insurance: Mathematics and Economics.
   RePEc:eee:insuma:v:64:y:2015:i:c:p:351-363.

   Full description at Econpapers || Download paper

9. On dividend strategies with non-exponential discounting. (2014). Wang, Rongming ; Zhao, Qian ; Wei, Jiaqin.
   In: Insurance: Mathematics and Economics.
   RePEc:eee:insuma:v:58:y:2014:i:c:p:1-13.

   Full description at Econpapers || Download paper

10. A Markov-modulated jump-diffusion risk model with randomized observation periods and threshold dividend strategy. (2014). Chen, XU ; Yang, Xiang-qun ; Xiao, Ting.
    In: Insurance: Mathematics and Economics.
    RePEc:eee:insuma:v:54:y:2014:i:c:p:76-83.

    Full description at Econpapers || Download paper

11. Viscosity solution and impulse control of the diffusion model with reinsurance and fixed transaction costs. (2014). Liang, Zongxia ; Guan, Huiqi.
    In: Insurance: Mathematics and Economics.
    RePEc:eee:insuma:v:54:y:2014:i:c:p:109-122.

    Full description at Econpapers || Download paper

12. Optimal risk and dividend control problem with fixed costs and salvage value: Variance premium principle. (2014). Wang, Rongming ; Yang, Hailiang ; Yao, Dingjun.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:37:y:2014:i:c:p:53-64.

    Full description at Econpapers || Download paper

13. Optimal Hybrid Dividend Strategy Under The Markovian Regime-Switching Economy. (2014). Zhang, Xin ; Zheng, Xiaoxiao.
    In: Papers.
    RePEc:arx:papers:1406.7606.

    Full description at Econpapers || Download paper

14. Optimal dividends and ALM under unhedgeable risk. (2013). Pelsser, Antoon ; Laeven, Roger ; Pelsser, Antoon A. J., ; Laeven, Roger J. A., .
    In: Insurance: Mathematics and Economics.
    RePEc:eee:insuma:v:53:y:2013:i:3:p:515-523.

    Full description at Econpapers || Download paper

15. Dividend optimization for regime-switching general diffusions. (2013). Zhu, Jinxia ; Chen, Feng.
    In: Insurance: Mathematics and Economics.
    RePEc:eee:insuma:v:53:y:2013:i:2:p:439-456.

    Full description at Econpapers || Download paper

16. Optimal dividends with debts and nonlinear insurance risk processes. (2013). Siu, Tak Kuen ; Meng, Hui ; Yang, Hailiang.
    In: Insurance: Mathematics and Economics.
    RePEc:eee:insuma:v:53:y:2013:i:1:p:110-121.

    Full description at Econpapers || Download paper

17. Optimal dividend problem with a nonlinear regular-singular stochastic control. (2013). Peng, Xiaofan ; Chen, MI ; Guo, Junyi.
    In: Insurance: Mathematics and Economics.
    RePEc:eee:insuma:v:52:y:2013:i:3:p:448-456.

    Full description at Econpapers || Download paper

18. On solvability of a two-sided singular control problem. (2012). Matomaki, Pekka.
    In: Mathematical Methods of Operations Research.
    RePEc:spr:mathme:v:76:y:2012:i:3:p:239-271.

    Full description at Econpapers || Download paper

19. Optimal dividend distribution under Markov regime switching. (2012). Jiang, Zhengjun ; Pistorius, Martijn.
    In: Finance and Stochastics.
    RePEc:spr:finsto:v:16:y:2012:i:3:p:449-476.

    Full description at Econpapers || Download paper

20. Optimal dividend and equity issuance problem with proportional and fixed transaction costs. (2012). Peng, Xiaofan ; Chen, MI ; Guo, Junyi.
    In: Insurance: Mathematics and Economics.
    RePEc:eee:insuma:v:51:y:2012:i:3:p:576-585.

    Full description at Econpapers || Download paper

21. On a mean reverting dividend strategy with Brownian motion. (2012). Wong, Bernard ; Avanzi, Benjamin.
    In: Insurance: Mathematics and Economics.
    RePEc:eee:insuma:v:51:y:2012:i:2:p:229-238.

    Full description at Econpapers || Download paper

22. Dividends and reinsurance under a penalty for ruin. (2012). Liang, Zhibin ; Young, Virginia R..
    In: Insurance: Mathematics and Economics.
    RePEc:eee:insuma:v:50:y:2012:i:3:p:437-445.

    Full description at Econpapers || Download paper

23. Barrier strategies with Parisian delay. (2011). Wu, Shanle ; Dassios, Angelos.
    In: LSE Research Online Documents on Economics.
    RePEc:ehl:lserod:32024.

    Full description at Econpapers || Download paper

24. Optimality of the threshold dividend strategy for the compound Poisson model. (2011). Yuen, Kam Chuen ; Yin, Chuancun.
    In: Statistics & Probability Letters.
    RePEc:eee:stapro:v:81:y:2011:i:12:p:1841-1846.

    Full description at Econpapers || Download paper

25. Classical and singular stochastic control for the optimal dividend policy when there is regime switching. (2011). Sotomayor, Luz R. ; Cadenillas, Abel.
    In: Insurance: Mathematics and Economics.
    RePEc:eee:insuma:v:48:y:2011:i:3:p:344-354.

    Full description at Econpapers || Download paper

26. On optimal reinsurance, dividend and reinvestment strategies. (2011). Siu, Tak Kuen ; Meng, Hui.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:28:y:2011:i:1-2:p:211-218.

    Full description at Econpapers || Download paper

27. Optimal dividend distribution under Markov-regime switching. (2011). Jiang, Zhengjun ; Pistorius, Martijn.
    In: Papers.
    RePEc:arx:papers:0812.4978.

    Full description at Econpapers || Download paper

28. Solving Optimal Dividend Problems via Phase-Type Fitting Approximation of Scale Functions. (2010). Egami, Masahiko ; Yamazaki, Kazutoshi.
    In: Discussion papers.
    RePEc:kue:dpaper:e-10-011.

    Full description at Econpapers || Download paper

29. The perturbed compound Poisson risk model with multi-layer dividend strategy. (2009). Zhang, Zhimin ; Yang, HU.
    In: Statistics & Probability Letters.
    RePEc:eee:stapro:v:79:y:2009:i:1:p:70-78.

    Full description at Econpapers || Download paper

30. On barrier strategy dividends with Parisian implementation delay for classical surplus processes. (2009). Wu, Shanle ; Dassios, Angelos.
    In: Insurance: Mathematics and Economics.
    RePEc:eee:insuma:v:45:y:2009:i:2:p:195-202.

    Full description at Econpapers || Download paper

31. Optimal financing and dividend control of the insurance company with fixed and proportional transaction costs. (2009). He, Lin ; Liang, Zongxia.
    In: Insurance: Mathematics and Economics.
    RePEc:eee:insuma:v:44:y:2009:i:1:p:88-94.

    Full description at Econpapers || Download paper

32. On the time value of absolute ruin for a multi-layer compound Poisson model under interest force. (2008). Zhang, Zhimin ; Yang, HU ; Lan, Chunmei.
    In: Statistics & Probability Letters.
    RePEc:eee:stapro:v:78:y:2008:i:13:p:1835-1845.

    Full description at Econpapers || Download paper

33. Optimal control of the insurance company with proportional reinsurance policy under solvency constraints. (2008). He, Lin ; Liang, Zongxia ; Hou, Ping.
    In: Insurance: Mathematics and Economics.
    RePEc:eee:insuma:v:43:y:2008:i:3:p:474-479.

    Full description at Econpapers || Download paper

34. Threshold control of mutual insurance with limited commitment. (2008). Yan, Jia ; Li, Kevin X. ; Liu, John J..
    In: Insurance: Mathematics and Economics.
    RePEc:eee:insuma:v:43:y:2008:i:1:p:108-115.

    Full description at Econpapers || Download paper

35. Gerber-Shiu discounted penalty function in a Sparre Andersen model with multi-layer dividend strategy. (2008). Zhang, Zhimin ; Yang, HU.
    In: Insurance: Mathematics and Economics.
    RePEc:eee:insuma:v:42:y:2008:i:3:p:984-991.

    Full description at Econpapers || Download paper

36. Optimal financing and dividend control of the insurance company with proportional reinsurance policy. (2008). He, Lin ; Liang, Zongxia.
    In: Insurance: Mathematics and Economics.
    RePEc:eee:insuma:v:42:y:2008:i:3:p:976-983.

    Full description at Econpapers || Download paper

37. Finite-time dividend-ruin models. (2008). Kwok, Yue Kuen ; Leung, Seng Yuen.
    In: Insurance: Mathematics and Economics.
    RePEc:eee:insuma:v:42:y:2008:i:1:p:154-162.

    Full description at Econpapers || Download paper

38. Dividend payments with a threshold strategy in the compound Poisson risk model perturbed by diffusion. (2007). Wan, Ning.
    In: Insurance: Mathematics and Economics.
    RePEc:eee:insuma:v:40:y:2007:i:3:p:509-523.

    Full description at Econpapers || Download paper

39. The Gerber-Shiu expected discounted penalty function for risk processes with interest and a constant dividend barrier. (2007). Li, Wai K. ; Yuen, Kam C. ; Wang, Guojing.
    In: Insurance: Mathematics and Economics.
    RePEc:eee:insuma:v:40:y:2007:i:1:p:104-112.

    Full description at Econpapers || Download paper

40. Optimal insurance in a continuous-time model. (2006). Young, Virginia R. ; Moore, Kristen S..
    In: Insurance: Mathematics and Economics.
    RePEc:eee:insuma:v:39:y:2006:i:1:p:47-68.

    Full description at Econpapers || Download paper

41. Optimal investment for insurer with jump-diffusion risk process. (2005). Zhang, Lihong ; Yang, Hailiang.
    In: Insurance: Mathematics and Economics.
    RePEc:eee:insuma:v:37:y:2005:i:3:p:615-634.

    Full description at Econpapers || Download paper

42. Interplay between dividend rate and business constraints for a financial corporation. (2005). Zhou, Xunyu ; Choulli, Tahir ; Taksar, Michael.
    In: Papers.
    RePEc:arx:papers:math/0503541.

    Full description at Econpapers || Download paper

43. A constrained non-linear regular-singular stochastic control problem, with applications. (2004). Zhou, Xunyu ; Guo, Xin ; Liu, Jun.
    In: Stochastic Processes and their Applications.
    RePEc:eee:spapps:v:109:y:2004:i:2:p:167-187.

    Full description at Econpapers || Download paper

44. Optimal control of risk exposure, reinsurance and investments for insurance portfolios. (2004). Paulsen, Jostein ; Irgens, Christian.
    In: Insurance: Mathematics and Economics.
    RePEc:eee:insuma:v:35:y:2004:i:1:p:21-51.

    Full description at Econpapers || Download paper

45. Optimizing expected utility of dividend payments for a Brownian risk process and a peculiar nonlinear ODE. (2004). Schachermayer, Walter ; Hubalek, Friedrich.
    In: Insurance: Mathematics and Economics.
    RePEc:eee:insuma:v:34:y:2004:i:2:p:193-225.

    Full description at Econpapers || Download paper

46. Stochastic models for broker inventory in dealership markets with a cash management interpretation. (2001). Posner, M. J. M., ; Berg, M. ; Perry, David.
    In: Insurance: Mathematics and Economics.
    RePEc:eee:insuma:v:29:y:2001:i:1:p:23-34.

    Full description at Econpapers || Download paper

47. Risk analysis for a stochastic cash management model with two types of customers. (2000). Stadje, Wolfgang ; Perry, David.
    In: Insurance: Mathematics and Economics.
    RePEc:eee:insuma:v:26:y:2000:i:1:p:25-36.

    Full description at Econpapers || Download paper

48. On piecewise deterministic Markov control processes: Control of jumps and of risk processes in insurance. (1998). Schal, Manfred.
    In: Insurance: Mathematics and Economics.
    RePEc:eee:insuma:v:22:y:1998:i:1:p:75-91.

    Full description at Econpapers || Download paper

49. Optimal proportional reinsurance policies for diffusion models with transaction costs. (1998). Taksar, Michael ; Hojgaard, Bjarne.
    In: Insurance: Mathematics and Economics.
    RePEc:eee:insuma:v:22:y:1998:i:1:p:41-51.

    Full description at Econpapers || Download paper

50. Optimal risk and dividend control for a company with a debt liability. (1998). Zhou, Xun Yu, ; Taksar, Michael I..
    In: Insurance: Mathematics and Economics.
    RePEc:eee:insuma:v:22:y:1998:i:1:p:105-122.

    Full description at Econpapers || Download paper

Report date: 2025-10-04 15:33:40 || Missing content? Let us know