Classical and singular stochastic control for the optimal dividend policy when there is regime switching
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- Ferrari, Giorgio & Yang, Shuzhen, 2016. "On an optimal extraction problem with regime switching," Center for Mathematical Economics Working Papers 562, Center for Mathematical Economics, Bielefeld University.
- Szölgyenyi Michaela, 2015. "Dividend maximization in a hidden Markov switching model," Statistics & Risk Modeling, De Gruyter, vol. 32(3-4), pages 143-158, December.
- Igor G. Pospelov & Stanislav A. Radionov, 2015. "Optimal Dividend Policy When Cash Surplus Follows The Telegraph Process," HSE Working papers WP BRP 48/FE/2015, National Research University Higher School of Economics.
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- Michaela Szolgyenyi, 2016. "Dividend maximization in a hidden Markov switching model," Papers 1602.04656, arXiv.org.
- Gunther Leobacher & Michaela Szolgyenyi & Stefan Thonhauser, 2016. "Bayesian Dividend Optimization and Finite Time Ruin Probabilities," Papers 1602.04660, arXiv.org.
- Xiaoxiao Zheng & Xin Zhang, 2014. "Optimal Hybrid Dividend Strategy Under The Markovian Regime-Switching Economy," Papers 1406.7606, arXiv.org.
- Zhu, Jinxia & Chen, Feng, 2013. "Dividend optimization for regime-switching general diffusions," Insurance: Mathematics and Economics, Elsevier, vol. 53(2), pages 439-456.
- Giorgio Ferrari & Shuzhen Yang, 2016. "On an Optimal Extraction Problem with Regime Switching," Papers 1602.06765, arXiv.org, revised Dec 2017.
- Chen, Shumin & Li, Zhongfei & Zeng, Yan, 2014. "Optimal dividend strategies with time-inconsistent preferences," Journal of Economic Dynamics and Control, Elsevier, vol. 46(C), pages 150-172.
- Jinxia Zhu & Hailiang Yang, 2015. "Optimal financing and dividend distribution in a general diffusion model with regime switching," Papers 1506.08360, arXiv.org.
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KeywordsIM10 IE20 IE21 IE50 Business cycles Dividend policy Stochastic control Regime switching;
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