DIVIDEND OPTIMIZATION FOR A REGIME-SWITCHING DIFFUSION MODEL WITH RESTRICTED DIVIDEND RATES (Q5419647): Difference between revisions
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| Property / cites work: Optimal dividend distribution under Markov regime switching / rank | |||
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| Property / cites work: On differentiability of ruin functions under Markov-modulated models / rank | |||
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| Property / cites work: Singular optimal dividend control for the regime-switching Cramér-Lundberg model with credit and debit interest / rank | |||
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Latest revision as of 14:17, 8 July 2024
scientific article; zbMATH DE number 6302689
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | DIVIDEND OPTIMIZATION FOR A REGIME-SWITCHING DIFFUSION MODEL WITH RESTRICTED DIVIDEND RATES |
scientific article; zbMATH DE number 6302689 |
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DIVIDEND OPTIMIZATION FOR A REGIME-SWITCHING DIFFUSION MODEL WITH RESTRICTED DIVIDEND RATES (English)
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11 June 2014
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dividends
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regime-switching
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restricted dividend rates
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threshold strategy
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