On optimality of barrier dividend control under endogenous regime switching with application to Chapter 11 bankruptcy (Q6183320)
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scientific article; zbMATH DE number 7783075
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On optimality of barrier dividend control under endogenous regime switching with application to Chapter 11 bankruptcy |
scientific article; zbMATH DE number 7783075 |
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On optimality of barrier dividend control under endogenous regime switching with application to Chapter 11 bankruptcy (English)
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4 January 2024
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spectrally negative Lévy process
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Chapter 11 bankruptcy
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De Finetti's optimal dividend
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barrier strategy
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Parisian ruin with exponential delay
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scale functions
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