Risk analysis for a stochastic cash management model with two types of customers
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- Browne, S., 1995. "Optimal Investment Policies for a Firm with a Random Risk Process: Exponential Utility and Minimizing the Probability of Ruin," Papers 95-08, Columbia - Graduate School of Business.
- Paul H. Zipkin, 1992. "The Relationship Between Risk and Maturity In A Stochastic Setting," Mathematical Finance, Wiley Blackwell, vol. 2(1), pages 33-46.
- Asmussen, Soren & Taksar, Michael, 1997. "Controlled diffusion models for optimal dividend pay-out," Insurance: Mathematics and Economics, Elsevier, vol. 20(1), pages 1-15, June.
- Serfozo, Richard & Stidham, Shaler, 1978. "Semi-stationary clearing processes," Stochastic Processes and their Applications, Elsevier, vol. 6(2), pages 165-178, January.
- Radner, Roy, 1998. "Profit maximization with bankruptcy and variable scale," Journal of Economic Dynamics and Control, Elsevier, vol. 22(6), pages 849-867, June.
- Milne, Alistair & Robertson, Donald, 1996. "Firm behaviour under the threat of liquidation," Journal of Economic Dynamics and Control, Elsevier, vol. 20(8), pages 1427-1449, August.