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Optimal dividend policies for a class of growth-restricted diffusion processes under transaction costs and solvency constraints.

, , and . Finance and Stochastics, 16 (3): 477-511 (2012)

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Present value distributions with applications to ruin theory and stochastic equations, and . Stochastic Processes and their Applications, 71 (1): 123--144 (Oct 30, 1997)Optimal Dividend Payments and Reinvestments of Diffusion Processes with Both Fixed and Proportional Costs.. SIAM J. Control and Optimization, 47 (5): 2201-2226 (2008)Optimal dividend policies with transaction costs for a class of jump-diffusion processes., and . Finance and Stochastics, 17 (1): 73-106 (2013)Optimal dividend policies for a class of growth-restricted diffusion processes under transaction costs and solvency constraints., , and . Finance and Stochastics, 16 (3): 477-511 (2012)Sharp conditions for certain ruin in a risk process with stochastic return on investments. Stochastic Processes and their Applications, 75 (1): 135--148 (Jun 15, 1998)Risk theory in a stochastic economic environment. Stochastic Processes and their Applications, 46 (2): 327--361 (June 1993)On the distribution of a randomly discounted compound Poisson process, and . Stochastic Processes and their Applications, 61 (2): 305--310 (February 1996)