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
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| 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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0.8981805443763733
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0.8254132866859436
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0.8164646625518799
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0.8147242069244385
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