Pages that link to "Item:Q1761453"

The following pages link to Optimal dividend distribution under Markov regime switching (Q1761453):

Displaying 46 items.

• Dividend maximization in a hidden Markov switching model (Q293597) (← links)
• Market frictions and corporate finance: an overview paper (Q475313) (← links)
• Liquidity risk and optimal dividend/investment strategies (Q506385) (← links)
• Classical and impulse control for the optimization of dividend and proportional reinsurance policies with regime switching (Q613607) (← links)
• Optimal dividend policy in an insurance company with contagious arrivals of claims (Q829004) (← links)
• The impact of negative interest rates on optimal capital injections (Q1799625) (← links)
• Optimal dividend policy when cash surplus follows the telegraph process (Q2037638) (← links)
• Optimal dividends under Markov-modulated bankruptcy level (Q2172038) (← links)
• Optimising dividends and consumption under an exponential CIR as a discount factor (Q2216186) (← links)
• Dividend problem with Parisian delay for a spectrally negative Lévy risk process (Q2247926) (← links)
• Singular optimal dividend control for the regime-switching Cramér-Lundberg model with credit and debit interest (Q2252244) (← links)
• Optimal dividends with partial information and stopping of a degenerate reflecting diffusion (Q2282963) (← links)
• Optimal investment and dividend for an insurer under a Markov regime switching market with high gain tax (Q2338478) (← links)
• Optimal dividend policy when risk reserves follow a jump-diffusion process with a completely monotone jump density under Markov-regime switching (Q2415959) (← links)
• Optimal dividend policy with random interest rates (Q2444689) (← links)
• Dividend optimization for regime-switching general diffusions (Q2513600) (← links)
• Optimal dividend-distribution strategy under ambiguity aversion (Q2661496) (← links)
• Dividend optimisation: a behaviouristic approach (Q2665855) (← links)
• On Itô's formula for semimartingales with jumps and non-\(\mathcal{C}^2\) functions (Q2667604) (← links)
• On the bailout dividend problem with periodic dividend payments for spectrally negative Markov additive processes (Q2695946) (← links)
• Optimal Threshold Dividend Strategies under the Compound Poisson Model with Regime Switching (Q2909993) (← links)
• Optimal financing and dividend policy with Markovian switching regimes (Q2978980) (← links)
• Optimal Reinsurance and Dividend Strategies Under the Markov-Modulated Insurance Risk Model (Q3068104) (← links)
• On the Optimal Dividend Strategy in a Regime-Switching Diffusion Model (Q3167343) (← links)
• Optimal Dividends Paid in a Foreign Currency for a Lévy Insurance Risk Model (Q3385438) (← links)
• Dynamic asset–liability management in a Markov market with stochastic cash flows (Q4554228) (← links)
• Optimal debt ratio and dividend strategies for an insurer under a regime-switching model (Q4634190) (← links)
• Explicit Computations for Some Markov Modulated Counting Processes (Q4976494) (← links)
• Bayesian Dividend Optimization and Finite Time Ruin Probabilities (Q4981823) (← links)
• Wiener-Hopf factorization for time-inhomogeneous Markov chains and its application (Q4999834) (← links)
• Gambler's ruin problem in a Markov-modulated jump-diffusion risk model (Q5042786) (← links)
• Dividend payments until draw-down time for risk models driven by spectrally negative Lévy processes (Q5055203) (← links)
• A stochastic model for the optimal allocation of hydropower flexibility in renewable energy markets (Q5071666) (← links)
• Banach contraction principle, <i>q</i>-scale function and ultimate ruin probability under a Markov-modulated classical risk model (Q5073018) (← links)
• On the Bailout Dividend Problem for Spectrally Negative Markov Additive Models (Q5106718) (← links)
• DIFFUSION LIMITS FOR A MARKOV MODULATED BINOMIAL COUNTING PROCESS (Q5111484) (← links)
• Optimal Impulse Control for Growth-Restricted Linear Diffusions with Regime Switching (Q5145602) (← links)
• On an optimal extraction problem with regime switching (Q5215020) (← links)
• Optimal Control of Debt-to-GDP Ratio in an $N$-State Regime Switching Economy (Q5220413) (← links)
• An Optimal Dividend Problem with Capital Injections over a Finite Horizon (Q5232239) (← links)
• DIVIDEND OPTIMIZATION FOR A REGIME-SWITCHING DIFFUSION MODEL WITH RESTRICTED DIVIDEND RATES (Q5419647) (← links)
• <i>q</i>-scale function, Banach contraction principle, and ultimate ruin probability in a Markov-modulated jump–diffusion risk model (Q5878641) (← links)
• Optimal dividend payout under stochastic discounting (Q6054423) (← links)
• Optimal stopping and impulse control in the presence of an anticipated regime switch (Q6080761) (← links)
• An efficient algorithm for pricing reinsurance contract under the regime-switching model (Q6108199) (← links)
• A mixed singular/switching control problem with terminal cost for modulated diffusion processes (Q6122804) (← links)