Optimal dividend policy with liability constraint under a hidden Markov regime-switching model (Q2315620)

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Optimal dividend policy with liability constraint under a hidden Markov regime-switching model
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    title
    Optimal dividend policy with liability constraint under a hidden Markov regime-switching model (English)
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    DOI
    10.3934/jimo.2018132
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    author
    Jiaqin Wei
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    Zhuo Jin
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    Hailiang Yang
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    publication date
    25 July 2019
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    Mathematics Subject Classification ID
    90B50
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    93E20
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    91G80
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    zbMATH DE Number
    7085500
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    zbMATH Keywords
    stochastic control
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    dividend strategies
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    liability constraint
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    regime-switching
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