Optimal threshold dividend strategies under the compound Poisson model with regime switching (Q2909993)
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scientific article; zbMATH DE number 6078925
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| English | Optimal threshold dividend strategies under the compound Poisson model with regime switching |
scientific article; zbMATH DE number 6078925 |
Statements
Optimal Threshold Dividend Strategies under the Compound Poisson Model with Regime Switching (English)
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7 September 2012
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regime switching
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dividend strategy
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compound Poisson model
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stochastic control
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HJB equation
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0.8797730207443237
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0.8713952898979187
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0.862790048122406
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0.8599807620048523
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0.8572892546653748
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