Optimizing Expected Utility of Dividend Payments for a Brownian Risk Process and a Peculiar Nonlinear ODE

By Friedrich Hubalek, Walter Schachermayer. 2004

50 citations recorded by the source corpus.

Subfields: Demography, Finance, Management Science and Operations Research

View Paper: https://www.semanticscholar.org/paper/2a8dc0af6c038e3e1a37435f88b43d073f4da8c3

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Demography

1. Robert F. Tichy
2. Hansjörg Albrecher *
3. Jürgen Hartinger
4. Kristina P. Pavlova
5. Shuanming Li
6. Andreas E. Kyprianou
7. Zbigniew Palmowski
8. Ronnie Loeffen

In Finance

1. Jürgen Hartinger
2. Hansjörg Albrecher *
3. Xiaowen Zhou

In Management Science and Operations Research

1. Jürgen Hartinger
2. Robert F. Tichy
3. Hansjörg Albrecher *
4. Shuanming Li
5. Andreas E. Kyprianou
6. Kristina P. Pavlova
7. Zbigniew Palmowski
8. Xiaowen Zhou

Citations in the corpus

• On the distribution of dividend payments and the discounted penalty function in a risk model with linear dividend barrier (2005, background): “be found in [9, 15] (for related results with a surplus process modelled by a Brownian motion, see [6, 14, 16]).”