Optimal dividend distribution under Markov regime switching (Q1761453): Difference between revisions

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+.4978
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+Risk theory in a Markovian environment
@@ Property / cites work: Risk theory in a Markovian environment / rank @@
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+Controlled diffusion models for optimal dividend pay-out
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+Some results about the expected ruin time in Markov-modulated risk models
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+Exit problems in regime-switching models
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+AMERICAN OPTIONS WITH REGIME SWITCHING
@@ Property / cites work: AMERICAN OPTIONS WITH REGIME SWITCHING / rank @@
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+OPTIMAL DIVIDEND POLICY WITH MEAN-REVERTING CASH RESERVOIR
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+Optimal dividend policy and growth option
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+REAL OPTIONS WITH PRICED REGIME-SWITCHING RISK
@@ Property / cites work: REAL OPTIONS WITH PRICED REGIME-SWITCHING RISK / rank @@
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+An application of hidden Markov models to asset allocation problems
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+Pricing Volatility Swaps Under Heston's Stochastic Volatility Model with Regime Switching
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+Closed-Form Solutions for Perpetual American Put Options with Regime Switching
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+Irreversible investment with regime shifts
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+A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle
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+Analysis of time series subject to changes in regime
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+Optimal risk control for a large corporation in the presence of returns on investments
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+Q4778955
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+Optimization of the flow of dividends
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+On perpetual American put valuation and first-passage in a regime-switching model with jumps
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+Optimal dividend and issuance of equity policies in the presence of proportional costs
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+On exit and ergodicity of the spectrally one-sided Lévy process reflected at its infimum
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+Optimal Proportional Reinsurance Policies in a Dynamic Setting
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+Classical and singular stochastic control for the optimal dividend policy when there is regime switching
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+Ruin theory for a Markov regime-switching model under a threshold dividend strategy
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