OPTIMAL DIVIDEND PAYMENTS WHEN CASH RESERVES FOLLOW A JUMP-DIFFUSION PROCESS
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Cites work
- scientific article; zbMATH DE number 3364606 (Why is no real title available?)
- Controlled diffusion models for optimal dividend pay-out
- Controlling risk exposure and dividends payout schemes: Insurance company example
- Firm behaviour under the threat of liquidation
- Optimal Dividends
- Optimal choice of dividend barriers for a risk process with stochastic return on investments
- Optimal dividend payouts for diffusions with solvency constraints
- Optimal insurance demand under marked point processes shocks.
- Optimization of the flow of dividends
- Singular stochastic control in the presence of a state-dependent yield structure
Cited in
(40)- Optimal Dividend Payouts Under Jump-Diffusion Risk Processes
- q-scale function, Banach contraction principle, and ultimate ruin probability in a Markov-modulated jump–diffusion risk model
- scientific article; zbMATH DE number 5670877 (Why is no real title available?)
- Optimal timing of business conversion for solvency improvement
- Classical and impulse stochastic control on the optimization of dividends with residual capital at bankruptcy
- Optimal dividend and capital injection problem in the dual model with proportional and fixed transaction costs
- Optimal dividend strategies in a renewal risk model with phase-type distributed interclaim times
- Optimal dividend strategy in a jump-diffusion model with a linear barrier constraint
- Optimal dividend payout with path-dependent drawdown constraint
- OPTIMAL DIVIDEND POLICY WITH MEAN-REVERTING CASH RESERVOIR
- Stochastic maximum principle for partial information optimal investment and dividend problem of an insurer
- Optimal dividend policy when cash reserves follow a jump-diffusion process under Markov-regime switching
- Optimal ratcheting of dividend payout under Brownian motion surplus
- Optimal dividend payout problem under both diffusion risk and Poisson risk in finite horizon
- Optimal impulse control for dividend and capital injection with proportional reinsurance and exponential premium principle
- Risk vs. profit potential:
- Optimal dividend and proportional reinsurance strategy for the risk model with common shock dependence
- 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
- Gambler's ruin problem in a Markov-modulated jump-diffusion risk model
- Optimal dividend strategies with time-inconsistent preferences
- Dividend optimization for jump-diffusion model with solvency constraints
- Comments on `Optimal dividend payouts under jump-diffusion risk processes'
- On a dual risk model perturbed by diffusion with dividend threshold
- Optimal dividend policies with transaction costs for a class of jump-diffusion processes
- Stochastic optimal control on impulse dividend model with stochastic returns
- Moment and polynomial bounds for ruin-related quantities in risk theory
- Optimal dividend payout under stochastic discounting
- A free boundary problem of liquidity management for optimal dividend and insurance in finite horizon
- Modern monetary circuit theory, stability of interconnected banking network, and balance sheet optimization for individual banks
- Shareholder risk measures
- Optimal dividend problems with a risk probability criterion
- Optimal dividend policy when risk reserves follow a jump-diffusion process with a completely monotone jump density under Markov-regime switching
- Lévy risk model with two-sided jumps and a barrier dividend strategy
- Optimal singular dividend problem under the Sparre Andersen model
- Research of dynamic asset allocations with dividend payment under jump-diffusion environment
- Banach contraction principle, q-scale function and ultimate ruin probability under a Markov-modulated classical risk model
- Finite horizon optimal dividend and reinsurance problem driven by a jump-diffusion process with controlled jumps
- Optimal payout policy in presence of downside risk
- Impulse stochastic control for the optimization of the dividend payments of the compound Poisson risk model perturbed by diffusion
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