Dividend optimisation: a behaviouristic approach

DOI10.1016/J.INSMATHECO.2021.08.008zbMath1478.91162OpenAlexW3195737156MaRDI QIDQ2665855

Julia Eisenberg, Leonie Violetta Brinker

Publication date: 19 November 2021

Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.insmatheco.2021.08.008

zbMATH Keywords

optimal controlMarkov switchingParisian ruindividendsBrownian risk model

Mathematics Subject Classification ID

Optimal stochastic control (93E20) Actuarial mathematics (91G05)

Related Items (3)

Optimal dividends under Markov-modulated bankruptcy level ⋮ On Itô's formula for semimartingales with jumps and non-\(\mathcal{C}^2\) functions ⋮ Stochastic control with inhomogeneous regime switching: application to consumption and investment with unemployment and reemployment

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