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Risk-sensitive dividend problems
Bäuerle, Nicole; Jaśkiewicz, Anna - In: European journal of operational research : EJOR 242 (2015) 1, pp. 161-171
Persistent link: https://www.econbiz.de/10010488024
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Optimal dividend and capital injection problem in the dual model with proportional and fixed transaction costs
Yao, Dingjun; Yang, Hailiang; Wang, Rongming - In: European journal of operational research : EJOR 211 (2011) 3, pp. 568-576
Persistent link: https://www.econbiz.de/10008933373
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On the optimality of joint periodic and extraordinary dividend strategies
Avanzi, Benjamin; Lau, Hayden; Wong, Bernard - In: European journal of operational research : EJOR 295 (2021) 3, pp. 1189-1210
Persistent link: https://www.econbiz.de/10012622451
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Singular dividend optimization for a linear diffusion model with time-inconsistent preferences
Zhu, Jinxia; Siu, Tak Kuen; Yang, Hailiang - In: European journal of operational research : EJOR 285 (2020) 1, pp. 66-80
Persistent link: https://www.econbiz.de/10012239478
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On the dual risk model with Parisian implementation delays in dividend payments
Cheung, Eric C. K.; Wong, Jeff T. Y. - In: European journal of operational research : EJOR 257 (2017) 1, pp. 159-173
Persistent link: https://www.econbiz.de/10011639371
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Moment and polynomial bounds for ruin-related quantities in risk theory
He, Yue; Kawai, Reiichiro - In: European journal of operational research : EJOR 302 (2022) 3, pp. 1255-1271
Persistent link: https://www.econbiz.de/10013363852
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Approximating term structure of interest rates using cubic L 1 splines
Chiu, Nan-chieh; Fang, Shu-Cherng; Lavery, John E.; … - In: European journal of operational research : EJOR 184 (2008) 3, pp. 990-1004
Persistent link: https://www.econbiz.de/10003768640
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An incentive-compatible solution for trade credit term incorporating default risk
Shi, Xiaojun; Zhang, Shunming - In: European journal of operational research : EJOR 206 (2010) 1, pp. 178-196
Persistent link: https://www.econbiz.de/10003968498
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A relaxed cutting plane algorithm for solving the Vasicek-type forward interest rate model
Chen, Homing; Hu, Cheng-feng - In: European journal of operational research : EJOR 204 (2010) 2, pp. 343-354
Persistent link: https://www.econbiz.de/10003947179
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Using the Black-Derman-Toy interest rate model for portfolio optimization
Weissensteiner, Alex - In: European journal of operational research : EJOR 202 (2010) 1, pp. 175-181
Persistent link: https://www.econbiz.de/10003960067