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Czarna, Irmina; Kaszubowski, Adam Optimality of impulse control problem in refracted Lévy model with Parisian ruin and transaction costs. (English) Zbl 1446.60035 J. Optim. Theory Appl. 185, No. 3, 982-1007 (2020). MSC: 60G40 60G51 93E20 PDF BibTeX XML Cite \textit{I. Czarna} and \textit{A. Kaszubowski}, J. Optim. Theory Appl. 185, No. 3, 982--1007 (2020; Zbl 1446.60035) Full Text: DOI arXiv OpenURL
Landsman, Z.; Makov, U.; Shushi, T. Portfolio optimization by a bivariate functional of the mean and variance. (English) Zbl 1443.90271 J. Optim. Theory Appl. 185, No. 2, 622-651 (2020). MSC: 90C25 49N10 46B99 PDF BibTeX XML Cite \textit{Z. Landsman} et al., J. Optim. Theory Appl. 185, No. 2, 622--651 (2020; Zbl 1443.90271) Full Text: DOI OpenURL
van Ackooij, Wim; Pérez-Aros, Pedro Gradient formulae for nonlinear probabilistic constraints with non-convex quadratic forms. (English) Zbl 1437.90118 J. Optim. Theory Appl. 185, No. 1, 239-269 (2020). MSC: 90C15 90C20 90C26 PDF BibTeX XML Cite \textit{W. van Ackooij} and \textit{P. Pérez-Aros}, J. Optim. Theory Appl. 185, No. 1, 239--269 (2020; Zbl 1437.90118) Full Text: DOI OpenURL
Liang, Xiaoqing; Young, Virginia R. Minimizing the probability of lifetime exponential Parisian ruin. (English) Zbl 1433.91159 J. Optim. Theory Appl. 184, No. 3, 1036-1064 (2020). Reviewer: Yuliya S. Mishura (Kyïv) MSC: 91G10 93E20 49K10 PDF BibTeX XML Cite \textit{X. Liang} and \textit{V. R. Young}, J. Optim. Theory Appl. 184, No. 3, 1036--1064 (2020; Zbl 1433.91159) Full Text: DOI arXiv OpenURL
Marciniak, Ewa; Palmowski, Zbigniew On the optimal dividend problem in the dual model with surplus-dependent premiums. (English) Zbl 1411.91306 J. Optim. Theory Appl. 179, No. 2, 533-552 (2018). Reviewer: Ernö Robert Csetnek (Wien) MSC: 91B30 93E20 PDF BibTeX XML Cite \textit{E. Marciniak} and \textit{Z. Palmowski}, J. Optim. Theory Appl. 179, No. 2, 533--552 (2018; Zbl 1411.91306) Full Text: DOI arXiv OpenURL
Marciniak, Ewa; Palmowski, Zbigniew On the optimal dividend problem for insurance risk models with surplus-dependent premiums. (English) Zbl 1344.49029 J. Optim. Theory Appl. 168, No. 2, 723-742 (2016). MSC: 49J55 49K45 93E20 60H30 60H10 60G51 49L99 60G50 91B30 PDF BibTeX XML Cite \textit{E. Marciniak} and \textit{Z. Palmowski}, J. Optim. Theory Appl. 168, No. 2, 723--742 (2016; Zbl 1344.49029) Full Text: DOI arXiv OpenURL
Czarna, Irmina; Palmowski, Zbigniew Dividend problem with Parisian delay for a spectrally negative Lévy risk process. (English) Zbl 1296.91150 J. Optim. Theory Appl. 161, No. 1, 239-256 (2014). Reviewer: Pavel Stoynov (Sofia) MSC: 91B30 60G51 60H30 PDF BibTeX XML Cite \textit{I. Czarna} and \textit{Z. Palmowski}, J. Optim. Theory Appl. 161, No. 1, 239--256 (2014; Zbl 1296.91150) Full Text: DOI arXiv OpenURL
Jin, Zhuo; Yin, G. Numerical methods for optimal dividend payment and investment strategies of Markov-modulated jump diffusion models with regular and singular controls. (English) Zbl 1276.49022 J. Optim. Theory Appl. 159, No. 1, 246-271 (2013). MSC: 49M30 49L20 49J40 93E20 60J60 60J75 91G60 91G80 PDF BibTeX XML Cite \textit{Z. Jin} and \textit{G. Yin}, J. Optim. Theory Appl. 159, No. 1, 246--271 (2013; Zbl 1276.49022) Full Text: DOI Link OpenURL
Giacometti, R.; Ortobelli, S.; Bertocchi, M. A stochastic model for mortality rate on italian data. (English) Zbl 1221.91031 J. Optim. Theory Appl. 149, No. 1, 216-228 (2011). MSC: 91B30 62N05 PDF BibTeX XML Cite \textit{R. Giacometti} et al., J. Optim. Theory Appl. 149, No. 1, 216--228 (2011; Zbl 1221.91031) Full Text: DOI OpenURL
Zajic, T. Optimal dividend payout under compound Poisson income. (English) Zbl 1050.93078 J. Optimization Theory Appl. 104, No. 1, 195-213 (2000). MSC: 93E20 91G80 91B38 PDF BibTeX XML Cite \textit{T. Zajic}, J. Optim. Theory Appl. 104, No. 1, 195--213 (2000; Zbl 1050.93078) Full Text: DOI OpenURL