Singular optimal dividend control for the regime-switching Cramér-Lundberg model with credit and debit interest
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Publication:2252244
DOI10.1016/j.cam.2013.08.033zbMath1291.91138MaRDI QIDQ2252244
Publication date: 16 July 2014
Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.cam.2013.08.033
regime switching; compound Poisson process; singular control; Cramér-Lundberg model; band strategy; dividend optimization
91G50: Corporate finance (dividends, real options, etc.)
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