Optimal dividends under Markov-modulated bankruptcy level
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Publication:2172038
DOI10.1016/j.insmatheco.2022.06.005zbMath1503.91088arXiv2111.03724OpenAlexW3214322321MaRDI QIDQ2172038
Shihao Zhu, Giorgio Ferrari, Patrick Schuhmann
Publication date: 14 September 2022
Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2111.03724
HJB equationsingular stochastic controlregime-switchingoptimal dividend policyregime-dependent bankruptcy levels
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Cites Work
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