Dividend optimization for regime-switching general diffusions
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References listed on IDEAS
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CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- 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.
- Michaela Szolgyenyi, 2016. "Dividend maximization in a hidden Markov switching model," Papers 1602.04656, arXiv.org.
- Jinxia Zhu & Hailiang Yang, 2015. "Optimal financing and dividend distribution in a general diffusion model with regime switching," Papers 1506.08360, arXiv.org.
More about this item
KeywordsDividend; Dynamic programming principle; General diffusion; Optimization; Regime-switching; IM13; IE20; IB63;
- C61 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - Optimization Techniques; Programming Models; Dynamic Analysis
- G35 - Financial Economics - - Corporate Finance and Governance - - - Payout Policy
- G22 - Financial Economics - - Financial Institutions and Services - - - Insurance; Insurance Companies; Actuarial Studies
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