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Russian Mathematical Surveys, 1995, Volume 50, Issue 2, Pages 257–277
DOI: https://doi.org/10.1070/RM1995v050n02ABEH002054
(Mi rm1059)
 

This article is cited in 222 scientific papers (total in 222 papers)

Optimization of the flow of dividends

M. Jeanblanc-Picqué, A. N. Shiryaeva

a M. V. Lomonosov Moscow State University, Faculty of Mechanics and Mathematics
References:
Received: 26.10.1994
Bibliographic databases:
Document Type: Article
UDC: 519.2
MSC: 93E20, 49N05
Language: English
Original paper language: Russian
Citation: M. Jeanblanc-Picqué, A. N. Shiryaev, “Optimization of the flow of dividends”, Russian Math. Surveys, 50:2 (1995), 257–277
Citation in format AMSBIB
\Bibitem{JeaShi95}
\by M.~Jeanblanc-Picqu\'e, A.~N.~Shiryaev
\paper Optimization of the flow of dividends
\jour Russian Math. Surveys
\yr 1995
\vol 50
\issue 2
\pages 257--277
\mathnet{http://mi.mathnet.ru/eng/rm1059}
\crossref{https://doi.org/10.1070/RM1995v050n02ABEH002054}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=1339263}
\zmath{https://zbmath.org/?q=an:0878.90014}
\adsnasa{https://adsabs.harvard.edu/cgi-bin/bib_query?1995RuMaS..50..257J}
\isi{https://gateway.webofknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcApp=Publons&SrcAuth=Publons_CEL&DestLinkType=FullRecord&DestApp=WOS_CPL&KeyUT=A1995TP57000003}
Linking options:
  • https://www.mathnet.ru/eng/rm1059
  • https://doi.org/10.1070/RM1995v050n02ABEH002054
  • https://www.mathnet.ru/eng/rm/v50/i2/p25
  • This publication is cited in the following 222 articles:
    1. Zhenzhong Zhang, Zheng Hua, Jinying Tong, Xin Zhao, “Optimal dividend policy for a jump-diffusion process with Markov switching”, Communications in Statistics - Simulation and Computation, 2025, 1  crossref
    2. Wenyuan Wang, Ruixing Ming, Yijun Hu, “On De Finetti's optimal impulse dividend control problem under Chapter 11 bankruptcy”, Acta Math Sci, 44:1 (2024), 215  crossref
    3. Wenyuan Wang, Xiang Yu, Xiaowen Zhou, “On Optimality of Barrier Dividend Control Under Endogenous Regime Switching with Application to Chapter 11 Bankruptcy”, Appl Math Optim, 89:1 (2024)  crossref
    4. Tiziano De Angelis, Erik Ekström, Marcus Olofsson, “The Maximality Principle in Singular Control with Absorption and Its Applications to the Dividend Problem”, SIAM J. Control Optim., 62:1 (2024), 91  crossref
    5. Sören Christensen, Ernesto Mordecki, Facundo Oliú, “Two sided ergodic singular control and mean-field game for diffusions”, Decisions Econ Finan, 2024  crossref
    6. Stefano Pegoraro, “Risk aversion with nothing to lose”, Journal of Economic Theory, 221 (2024), 105902  crossref
    7. Yang Feng, Tak Kuen Siu, Jinxia Zhu, “How Might Model Uncertainty and Transaction Costs Impact Retained Earning & Dividend Strategies? An Examination Through a Classical Insurance Risk Model”, Insurance: Mathematics and Economics, 2024  crossref
    8. Kristoffer J. Glover, Paul V. Johnson, Geoffrey W. Evatt, Mingliang Cheng, “Capital ideas: optimal capital accumulation strategies for a bank and its regulator”, The European Journal of Finance, 29:18 (2023), 2075  crossref
    9. 月 刘, “Optimal Dividend and Capital Injection Problems for Classical Models with Debit In-terest: The Case of Bounded Dividend Rates”, AAM, 12:03 (2023), 860  crossref
    10. Siti Nurain Muhmad, Akmalia Mohamad Ariff, Norakma Abd Majid, Rusnah Muhamad, “Corporate sustainability commitment and cash holding: evidence from Islamic banks in Malaysia”, JIABR, 14:5 (2023), 782  crossref
    11. Sebastian Baran, Corina Constantinescu, Zbigniew Palmowski, “Asymptotic Expected Utility of Dividend Payments in a Classical Collective Risk Process”, Risks, 11:4 (2023), 64  crossref
    12. 晓桐 毛, “A Review of Research on Dividends of Dual Models”, AAM, 11:04 (2022), 2065  crossref
    13. Tingjin Yan, Kyunghyun Park, Hoi Ying Wong, “Irreversible reinsurance: A singular control approach”, Insurance: Mathematics and Economics, 107 (2022), 326  crossref
    14. Jean-Paul Décamps, Stéphane Villeneuve, “Learning about profitability and dynamic cash management”, Journal of Economic Theory, 205 (2022), 105522  crossref
    15. Mi Chen, Ming Zhou, Haiyan Liu, Kam Chuen Yuen, “Optimal dividends and reinsurance with capital injection under thinning dependence”, Communications in Statistics - Theory and Methods, 51:16 (2022), 5728  crossref
    16. Philip A. Ernst, Michael B. Imerman, Larry Shepp, Quan Zhou, “Fiscal stimulus as an optimal control problem”, Stochastic Processes and their Applications, 150 (2022), 1091  crossref
    17. Elena Bandini, Tiziano De Angelis, Giorgio Ferrari, Fausto Gozzi, “Optimal dividend payout under stochastic discounting”, Mathematical Finance, 32:2 (2022), 627  crossref
    18. Matteo Basei, Haoyang Cao, Xin Guo, “Nonzero-Sum Stochastic Games and Mean-Field Games with Impulse Controls”, Mathematics of OR, 47:1 (2022), 341  crossref
    19. I. G. Pospelov, S. A. Radionov, “Optimal Dividend Policy when Cash Surplus Follows the Telegraph Process”, Math. Notes, 109:1 (2021), 125–135  mathnet  crossref  crossref  mathscinet  isi  elib
    20. Yuan Chang, Muhammad Rashad, “Based on Knowledge Recognition and Using Binomial Distribution Function to Establish a Mathematical Model of Random Selection of Test Questions in the Test Bank”, Journal of Electrical and Computer Engineering, 2021 (2021), 1  crossref
    Citing articles in Google Scholar: Russian citations, English citations
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    Успехи математических наук Russian Mathematical Surveys
    Statistics & downloads:
    Abstract page:3454
    Russian version PDF:853
    English version PDF:141
    References:176
    First page:7
     
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