Optimal dividend policy: A regular-impulse stochastic control problem

DOI10.1360/012015-31MaRDI QIDQ5063560zbMATH OpenOpenAlexFDO

Authors Ming Zhou, Hui Meng, Junyi Guo

Publication date 21 March 2022

Published in SCIENTIA SINICA Mathematica (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1360/012015-31

zbMATH Keywords

optimal dividendregular-impulse controltransaction costs

Mathematics Subject Classification ID

Corporate finance (dividends, real options, etc.) (91G50) Optimal stochastic control (93E20)

Recommendations

• Impulse stochastic control for the optimization of the dividend payments of the compound Poisson risk model perturbed by diffusion
• CLASSICAL AND IMPULSE STOCHASTIC CONTROL FOR THE OPTIMIZATION OF THE DIVIDEND AND RISK POLICIES OF AN INSURANCE FIRM
• Stochastic impulse control with regime switching for the optimal dividend policy when there are business cycles, taxes and fixed costs
• OPTIMAL DIVIDEND POLICY WITH MEAN-REVERTING CASH RESERVOIR
• Optimal Dividend Payouts Under Jump-Diffusion Risk Processes

Cited in

(14)

• Singular optimal dividend control for the regime-switching Cramér-Lundberg model with credit and debit interest
• Optimal dividend policy with liability constraint under a hidden Markov regime-switching model
• Classical and impulse stochastic control on the optimization of dividends with residual capital at bankruptcy
• Optimal dividend policy in discrete time
• Optimal control strategy for dividend-payments in a risk model with stochastic premiums
• Impulse stochastic control for the optimization of the dividend payments of the compound Poisson risk model perturbed by diffusion
• Stochastic control methods for the joint optimization of the risk and dividend policies of a firm
• OPTIMAL DIVIDEND POLICY WITH MEAN-REVERTING CASH RESERVOIR
• On the Optimal Stochastic Impulse Control of Linear Diffusions
• scientific article; zbMATH DE number 2154438 (Why is no real title available?)
• Discrete dividend payments in continuous time
• Stochastic optimal control on impulse dividend model with stochastic returns
• Optimal dividend policies with random profitability
• Stochastic impulse control with regime switching for the optimal dividend policy when there are business cycles, taxes and fixed costs

This page was built for publication: Optimal dividend policy: A regular-impulse stochastic control problem

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5063560)