Citation: |
[1] |
B. Avanzi, J. Shen and B. Wong, Optimal dividends and capital injections in the dual model with diffusion, ASTIN Bulletin, 41 (2011), 611-644.doi: 10.2139/ssrn.1709174. |
[2] |
F. Avram, Z. Palmowski and M. R. Pistorius, On the optimal dividend problem for a spectrally negative Lévy process, The Annals of Applied Probability, 17 (2007), 156-180.doi: 10.1214/105051606000000709. |
[3] |
A. Cadenillas and F. Zapatero, Optimal central bank intervention in the foreign exchange market, Journal of Economic Theory, 87 (1999), 218-242.doi: 10.1006/jeth.1999.2523. |
[4] |
J. Cai, H. U. Gerber and H. Yang, Optimal dividends in an Ornstein-Uhlenbeck type model with credit and debit interest, North American Actuarial Journal, 10 (2006), 94-119.doi: 10.1080/10920277.2006.10596250. |
[5] |
H. U. Gerber and E. S. W. Shiu, Geometric Brownian motion models for assets and liabilities from pension funding to optimal dividends, North American Actuarial Journal, 7 (2003), 37-56.doi: 10.1080/10920277.2003.10596099. |
[6] |
H. U. Gerber and E. S. W. Shiu, Optimal dividends: Analysis with Brownian motion, North American Actuarial Journal, 8 (2004), 1-20.doi: 10.1080/10920277.2004.10596125. |
[7] |
B. Høgaard and M. Taksar, Optimal dynamic portfolio selection for a corporation with controllable risk and dividend distribution policy, Quantitative Finance, 4 (2004), 315-327.doi: 10.1088/1469-7688/4/3/007. |
[8] |
N. Kulenko and H. Schimidli, Optimal dividend strategy in a Cramér-Lundberg model with capital injections, Insurance: Mathematics and Economics,43 (2008), 270-278.doi: 10.1016/j.insmatheco.2008.05.013. |
[9] |
K. S. Leung, Y. K. Kwok and S. Y. Leung, Finite-time dividend-ruin models, Insurance: Mathematics and Economics,42 (2008), 154-162.doi: 10.1016/j.insmatheco.2007.01.014. |
[10] |
P. L. Lions and A. S. Sznitman, Stochastic differential equations with reflecting boundary conditions, Communications on Pure and Applied Mathematics, 37 (1984), 511-537.doi: 10.1002/cpa.3160370408. |
[11] |
A. Løkka and M. Zervos, Optimal dividend and issuance of equity policies in the presence of proportional costs, Insurance: Mathematics and Economics, 42 (2008), 954-961.doi: 10.1016/j.insmatheco.2007.10.013. |
[12] |
H. Meng and T. Siu, On optimal reinsurance, dividend and reinvestment strategies, Economic Modelling, 28 (2011), 211-218.doi: 10.1016/j.econmod.2010.09.009. |
[13] |
M. Ohnishi and M. Tsujimura, An impulse control of a geometric Brownian motion with quadratic costs, European Journal of Operational Research, 168 (2006), 311-321.doi: 10.1016/j.ejor.2004.07.006. |
[14] |
J. Paulsen, Optimal dividend payments until ruin of diffusion processes when payments are subject to both fixed and proportional costs, Advances in Applied Probability, 39 (2007), 669-689.doi: 10.1239/aap/1189518633. |
[15] |
J. Paulsen, Optimal dividend payments and reinvestments of diffusion processes with both fixed and proportional costs, SIAM Journal on Control and Optimization,47 (2008), 2201-2226.doi: 10.1137/070691632. |
[16] |
S. P. Sethi and M. Taksar, Optimal financing of a corporation subject to random retures, Mathematical Finance, 12 (2002), 155-172.doi: 10.1111/1467-9965.t01-2-02002. |
[17] |
S. E. Shreve, J. P. Lehoczky and D. P. Gaver, Optimal consumption for general diffusions with absorbing and reflecting barriers, SIAM Journal on Control and Optimization, 22 (1984), 55-75.doi: 10.1137/0322005. |
[18] |
D. Yao, H. Yang and R. Wang, Optimal financing and dividend strategies in a dual model with proportional costs, Journal of Industrial and Management Optimization, 6 (2010), 761-777.doi: 10.3934/jimo.2010.6.761. |
[19] |
D. Yao, H. Yang and R. Wang, Optimal risk and dividend control problem with fixed costs and salvage value: Variance premium principle, Economic Modelling, 37 (2014), 53-64.doi: 10.1016/j.econmod.2013.10.026. |