{"id":"https://openalex.org/W2005806583","doi":"https://doi.org/10.1016/s0167-6687(98)00012-2","title":"Optimal risk and dividend control for a company with a debt liability","display_name":"Optimal risk and dividend control for a company with a debt liability","publication_year":1998,"publication_date":"1998-05-01","ids":{"openalex":"https://openalex.org/W2005806583","doi":"https://doi.org/10.1016/s0167-6687(98)00012-2","mag":"2005806583"},"language":"en","primary_location":{"id":"doi:10.1016/s0167-6687(98)00012-2","doi":"https://doi.org/10.1016/s0167-6687(98)00012-2","is_oa":false,"landing_page_url":"https://doi.org/10.1016/s0167-6687(98)00012-2","pdf_url":null,"source":{"id":"https://openalex.org/S198325475","display_name":"Insurance Mathematics and Economics","issn_l":"0167-6687","issn":["0167-6687","1873-5959"],"is_oa":false,"is_in_doaj":false,"is_core":true,"listed_in":["abdc-a-star","anvur-class-a","anvur-scientific","cwts-core","dongbi-b","fnege-3","jufo-1","norway-1","poland-100","russia-white-list-1","vabb-shw"],"host_organization":"https://openalex.org/P4310320990","host_organization_name":"Elsevier BV","host_organization_lineage":["https://openalex.org/P4310320990"],"host_organization_lineage_names":["Elsevier BV"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Insurance: Mathematics and Economics","raw_type":"journal-article"},"volume":null,"type":"article","indexed_in":["crossref"],"open_access":{"is_oa":false,"oa_status":"closed","oa_url":null,"any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5080520939","display_name":"Michael Taksar","orcid":null,"observed_orcids":[]},"institutions":[{"id":"https://openalex.org/I1327163397","display_name":"State University of New York","ror":"https://ror.org/01q1z8k08","country_code":"US","type":"education","lineage":["https://openalex.org/I1327163397"]},{"id":"https://openalex.org/I59553526","display_name":"Stony Brook University","ror":"https://ror.org/05qghxh33","country_code":"US","type":"education","lineage":["https://openalex.org/I59553526"]}],"countries":["US"],"is_corresponding":true,"raw_author_name":"Michael I. Taksar","raw_affiliation_strings":["Department of Applied Mathematics, State University of New York at Stony Brook, Stony Brook, NY 11794-8691, USA"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Department of Applied Mathematics, State University of New York at Stony Brook, Stony Brook, NY 11794-8691, USA","institution_ids":["https://openalex.org/I1327163397","https://openalex.org/I59553526"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5109487227","display_name":"Xun Yu Zhou","orcid":"https://orcid.org/0000-0001-9908-5697","observed_orcids":["https://orcid.org/0000-0001-9908-5697"]},"institutions":[{"id":"https://openalex.org/I177725633","display_name":"Chinese University of Hong Kong","ror":"https://ror.org/00t33hh48","country_code":"HK","type":"education","lineage":["https://openalex.org/I177725633"]}],"countries":["HK"],"is_corresponding":false,"raw_author_name":"Xun Yu Zhou","raw_affiliation_strings":["Department of Systems Engineering and Engineering Management, The Chinese University of Hong Kong, Shatin, Hong Kong"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Department of Systems Engineering and Engineering Management, The Chinese University of Hong Kong, Shatin, Hong Kong","institution_ids":["https://openalex.org/I177725633"]}]}],"institutions":[],"countries_distinct_count":2,"institutions_distinct_count":3,"corresponding_author_ids":["https://openalex.org/A5080520939"],"corresponding_institution_ids":["https://openalex.org/I1327163397","https://openalex.org/I59553526"],"apc_list":{"value":3270,"currency":"USD","value_usd":3270},"apc_paid":null,"fwci":5.1601,"has_fulltext":false,"cited_by_count":103,"citation_normalized_percentile":{"value":0.95210595,"is_in_top_1_percent":false,"is_in_top_10_percent":true},"cited_by_percentile_year":{"min":90,"max":99},"biblio":{"volume":"22","issue":"1","first_page":"105","last_page":"122"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T10067","display_name":"Stochastic processes and financial applications","score":0.5181000232696533,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T10067","display_name":"Stochastic processes and financial applications","score":0.5181000232696533,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T11720","display_name":"Probability and Risk Models","score":0.4480000138282776,"subfield":{"id":"https://openalex.org/subfields/1803","display_name":"Management Science and Operations Research"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T12509","display_name":"Corporate Insolvency and Governance","score":0.00930000003427267,"subfield":{"id":"https://openalex.org/subfields/1402","display_name":"Accounting"},"field":{"id":"https://openalex.org/fields/14","display_name":"Business, Management and Accounting"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/optimal-dividend-strategy","display_name":"optimal dividend policy","score":0.8889999985694885},{"id":"https://openalex.org/keywords/risk-control","display_name":"risk control","score":0.8059999942779541},{"id":"https://openalex.org/keywords/bankruptcy","display_name":"bankruptcy","score":0.6539999842643738},{"id":"https://openalex.org/keywords/expected-discounted-dividends","display_name":"expected discounted dividends","score":0.5529999732971191},{"id":"https://openalex.org/keywords/risk-return-trade-off","display_name":"risk-return tradeoff","score":0.492000013589859}],"concepts":[{"id":"https://openalex.org/C59399099","wikidata":"https://www.wikidata.org/wiki/Q5284040","display_name":"Dividend policy","level":3,"score":0.7054698467254639},{"id":"https://openalex.org/C116168712","wikidata":"https://www.wikidata.org/wiki/Q181201","display_name":"Dividend","level":2,"score":0.6150612235069275},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.5257892608642578},{"id":"https://openalex.org/C120527767","wikidata":"https://www.wikidata.org/wiki/Q3196867","display_name":"Debt","level":2,"score":0.47314488887786865},{"id":"https://openalex.org/C504631918","wikidata":"https://www.wikidata.org/wiki/Q152074","display_name":"Bankruptcy","level":2,"score":0.4586058557033539},{"id":"https://openalex.org/C162118730","wikidata":"https://www.wikidata.org/wiki/Q1128453","display_name":"Actuarial science","level":1,"score":0.4541151523590088},{"id":"https://openalex.org/C170131372","wikidata":"https://www.wikidata.org/wiki/Q7617811","display_name":"Stochastic control","level":3,"score":0.44847720861434937},{"id":"https://openalex.org/C175444787","wikidata":"https://www.wikidata.org/wiki/Q39072","display_name":"Microeconomics","level":1,"score":0.42496445775032043},{"id":"https://openalex.org/C144133560","wikidata":"https://www.wikidata.org/wiki/Q4830453","display_name":"Business","level":0,"score":0.39355549216270447},{"id":"https://openalex.org/C106159729","wikidata":"https://www.wikidata.org/wiki/Q2294553","display_name":"Financial economics","level":1,"score":0.35911324620246887},{"id":"https://openalex.org/C556758197","wikidata":"https://www.wikidata.org/wiki/Q580018","display_name":"Monetary economics","level":1,"score":0.3571408987045288},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.3473879098892212},{"id":"https://openalex.org/C10138342","wikidata":"https://www.wikidata.org/wiki/Q43015","display_name":"Finance","level":1,"score":0.28659316897392273},{"id":"https://openalex.org/C91575142","wikidata":"https://www.wikidata.org/wiki/Q1971426","display_name":"Optimal control","level":2,"score":0.2770586609840393},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.0964944064617157},{"id":"https://openalex.org/C126255220","wikidata":"https://www.wikidata.org/wiki/Q141495","display_name":"Mathematical optimization","level":1,"score":0.0}],"mesh":[],"locations_count":2,"locations":[{"id":"doi:10.1016/s0167-6687(98)00012-2","doi":"https://doi.org/10.1016/s0167-6687(98)00012-2","is_oa":false,"landing_page_url":"https://doi.org/10.1016/s0167-6687(98)00012-2","pdf_url":null,"source":{"id":"https://openalex.org/S198325475","display_name":"Insurance Mathematics and Economics","issn_l":"0167-6687","issn":["0167-6687","1873-5959"],"is_oa":false,"is_in_doaj":false,"is_core":true,"listed_in":["abdc-a-star","anvur-class-a","anvur-scientific","cwts-core","dongbi-b","fnege-3","jufo-1","norway-1","poland-100","russia-white-list-1","vabb-shw"],"host_organization":"https://openalex.org/P4310320990","host_organization_name":"Elsevier BV","host_organization_lineage":["https://openalex.org/P4310320990"],"host_organization_lineage_names":["Elsevier BV"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Insurance: Mathematics and Economics","raw_type":"journal-article"},{"id":"pmh:oai:RePEc:eee:insuma:v:22:y:1998:i:1:p:105-122","doi":null,"is_oa":false,"landing_page_url":"http://www.sciencedirect.com/science/article/pii/S0167-6687(98)00012-2","pdf_url":null,"source":{"id":"https://openalex.org/S4306401271","display_name":"RePEc: Research Papers in Economics","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I77793887","host_organization_name":"Federal Reserve Bank of St. Louis","host_organization_lineage":["https://openalex.org/I77793887"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":"article"}],"best_oa_location":null,"sustainable_development_goals":[],"sustainable_development_goals_aurora":[{"display_name":"Partnerships for the goals","score":0.4099999964237213,"id":"https://metadata.un.org/sdg/17"}],"study_designs":[],"awards":[],"funders":[],"has_content":{"grobid_xml":false,"pdf":false},"content_urls":null,"referenced_works_count":15,"referenced_works":["https://openalex.org/W1501240826","https://openalex.org/W1525883337","https://openalex.org/W1552064164","https://openalex.org/W1558902221","https://openalex.org/W1567262822","https://openalex.org/W1970030120","https://openalex.org/W1972792800","https://openalex.org/W1994218338","https://openalex.org/W2104723218","https://openalex.org/W2128381777","https://openalex.org/W2136767954","https://openalex.org/W2139934558","https://openalex.org/W4210791600","https://openalex.org/W4300476520","https://openalex.org/W6632946660"],"related_works":["https://openalex.org/W2110132842","https://openalex.org/W2163623954","https://openalex.org/W2029072689","https://openalex.org/W4249854765","https://openalex.org/W1565193843","https://openalex.org/W156052076","https://openalex.org/W7042393936","https://openalex.org/W7211552168","https://openalex.org/W1999932850","https://openalex.org/W2125854305"],"abstract_inverted_index":null,"counts_by_year":[{"year":2026,"cited_by_count":1},{"year":2025,"cited_by_count":1},{"year":2022,"cited_by_count":2},{"year":2021,"cited_by_count":4},{"year":2020,"cited_by_count":2},{"year":2019,"cited_by_count":2},{"year":2018,"cited_by_count":7},{"year":2017,"cited_by_count":5},{"year":2016,"cited_by_count":7},{"year":2015,"cited_by_count":2},{"year":2014,"cited_by_count":3},{"year":2013,"cited_by_count":6},{"year":2012,"cited_by_count":4}],"updated_date":"2026-10-30T12:39:25.321706","created_date":"2016-06-24T00:00:00"}
