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20112023
most citedA partially observed non-zero sum differential game of forward-backward stochastic differential equations and its application in finance

5 citations · 9 across the 5 of their papers we have counts for

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math.OC2011★ 4 cited

Optimal Dividend Payments for the Piecewise-Deterministic Poisson Risk Model

Runhuan Feng, Hans Volkmer, Shuaiqi Zhang +1

This paper considers the optimal dividend payment problem in piecewise-deterministic compound Poisson risk models. The objective is to maximize the expected discounted dividend pay…