Classical and singular stochastic control for the optimal dividend policy when there is regime switching
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Cites work
- scientific article; zbMATH DE number 5223066 (Why is no real title available?)
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Cited in
(40)- Optimal dividend policy with random interest rates
- Optimal control of debt-to-GDP ratio in an \(N\)-state regime switching economy
- Optimal dividends under Markov-modulated bankruptcy level
- Optimal financing and dividend policy with Markovian switching regimes
- On an optimal extraction problem with regime switching
- Markov modulation of a two-sided reflected Brownian motion with application to fluid queues
- Optimal debt ratio and dividend strategies for an insurer under a regime-switching model
- A perturbation approach to optimal investment, liability ratio, and dividend strategies
- On a class of non-zero-sum stochastic differential dividend games with regime switching
- Numerical methods for optimal harvesting strategies in random environments under partial observations
- Optimal equilibrium barrier strategies for time-inconsistent dividend problems in discrete time
- Dividend maximization in a hidden Markov switching model
- Stochastic impulse control with regime switching for the optimal dividend policy when there are business cycles, taxes and fixed costs
- Optimal financing and dividend distribution with transaction costs in the case of restricted dividend rates
- Optimal dividend strategies with reinsurance under contagious systemic risk
- Asymptotically optimal dividend policy for regime-switching compound Poisson models
- Equilibrium strategies in a defined benefit pension plan game with regime switching
- Optimal dividend payment strategies with debt constraint in a hybrid regime-switching jump-diffusion model
- Optimal dividend policy when cash surplus follows the telegraph process
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- Optimal dividend strategies with time-inconsistent preferences
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- Optimal dividend payout under stochastic discounting
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- Optimal dividend policy and stock prices
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- Optimal threshold dividend strategies under the compound Poisson model with regime switching
- Classical and impulse control for the optimization of dividend and proportional reinsurance policies with regime switching
- Approximation of a class of non-zero-sum investment and reinsurance games for regime-switching jump-diffusion models
- Numerical methods for optimal dividend payment and investment strategies of regime-switching jump diffusion models with capital injections
- Expected discounted dividends in a discrete semi-Markov risk model
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