On a mean reverting dividend strategy with Brownian motion
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DOI: 10.1016/j.insmatheco.2012.04.002
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- Albrecher, Hansjörg & Bäuerle, Nicole & Bladt, Martin, 2018. "Dividends: From refracting to ratcheting," Insurance: Mathematics and Economics, Elsevier, vol. 83(C), pages 47-58.
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Keywords
; ; ; ;JEL classification:
- G35 - Financial Economics - - Corporate Finance and Governance - - - Payout Policy
- G32 - Financial Economics - - Corporate Finance and Governance - - - Financing Policy; Financial Risk and Risk Management; Capital and Ownership Structure; Value of Firms; Goodwill
- G22 - Financial Economics - - Financial Institutions and Services - - - Insurance; Insurance Companies; Actuarial Studies
- C44 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: Special Topics - - - Operations Research; Statistical Decision Theory
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