Optimal dividend policy for a jump-diffusion process with Markov switching

DOI10.1080/03610918.2024.2446335MaRDI QIDQ7257489zbMATH OpenFDO

Authors Zhen Zhong Zhang, Zheng Hua, Jinying Tong

Publication date 4 June 2026

Published in Communications in Statistics. Simulation and Computation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610918.2024.2446335

Mathematics Subject Classification ID

Statistics (62-XX)

Cites work

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• Optimal dividend policy when risk reserves follow a jump-diffusion process with a completely monotone jump density under Markov-regime switching
• Optimal Dividends
• Optimal Impulse Control for Growth-Restricted Linear Diffusions with Regime Switching
• Optimality results for dividend problems in insurance
• Optimization of the flow of dividends
• Robust Stochastic Approximation Approach to Stochastic Programming
• Some characterizations for Brownian motion with Markov switching
• Stochastic optimization algorithms for barrier dividend strategies
• Strategies for dividend distribution: a review

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