Optimal dynamic portfolio selection for a corporation with controllable risk and dividend distribution policy

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Optimal dividend and issuance of equity policies in the presence of proportional costs (2008, background): “As in Sethi and Taksar [13], the aim is to maximise the expected discounted dividend payments minus the expected discounted costs of issuing new equity.”
Optimal dividend payments until ruin of diffusion processes when payments are subject to both fixed and proportional costs (2007, background): “References here are Højgaard and Taksar (2004) and Choulli et al. (2003), when d0 = 0, and Cadenillas et al. (2006), when d0 > 0.”
Optimal investment and reinsurance of an insurer with model uncertainty (2009, unknown): “Similar to Schmidli (2001) or Højgaard and Taksar (2004), when the retention level a(t) is dynamic and investment is allowed, we describe the controlled surplus process by dX D (t) = [λμ0(ηa(t)− η + δ)+ μπ(t)]dt + σπ(t)dW (t)”
Optimal Investment for an Insurer to Minimize Its Probability of Ruin (2004, background): “Recently many papers have been published on this topic: see, for example, Gerber and Shiu (2004), Højgaard and Taksar (1998a, 1998b, 2000), and Taksar and Markussen (2003).”
Optimal investment policy and dividend payment strategy in an insurance company (2010, background): “Let us finally note that in the setting of diffusion approximation [see, for instance, Højgaard and Taksar (2004)], the optimal value function V is always twice continuously differentiable, concave and comes from an optimal barrier strategy.”