Optimal Threshold Dividend Strategies under the Compound Poisson Model with Regime Switching (Q2909993)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Optimal Threshold Dividend Strategies under the Compound Poisson Model with Regime Switching |
scientific article |
Statements
Optimal Threshold Dividend Strategies under the Compound Poisson Model with Regime Switching (English)
0 references
7 September 2012
0 references
regime switching
0 references
dividend strategy
0 references
compound Poisson model
0 references
stochastic control
0 references
HJB equation
0 references
0 references
0 references
0 references