Optimization of the flow of dividends
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Publication:4884260
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- An approximation scheme for impulse control with random reaction periods
- Optimization of risk policy and dividends with fixed transaction costs under interest rate
- Optimal dividend distribution under Markov regime switching
- Interplay between dividend rate and business constraints for a financial corporation
- Optimal control of risk exposure, reinsurance and investments for insurance portfolios
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- Optimal dividend policies with transaction costs for a class of jump-diffusion processes
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- Optimal dividend strategies with time-inconsistent preferences
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- Optimal dividend policy when cash surplus follows the telegraph process
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- On the dual risk model with diffusion under a mixed dividend strategy
- Zero-sum stochastic differential game in finite horizon involving impulse controls
- Optimality of impulse control problem in refracted Lévy model with Parisian ruin and transaction costs
- Optimal dividends and capital injection under dividend restrictions
- Optimal dividend and risk control policies in the presence of a fixed transaction cost
- Dividend problem with Parisian delay for a spectrally negative Lévy risk process
- Classical and singular stochastic control for the optimal dividend policy when there is regime switching
- Optimal dividends with partial information and stopping of a degenerate reflecting diffusion
- Dividend payments in a perturbed compound Poisson model with stochastic investment and debit interest
- Optimal price management in retail energy markets: an impulse control problem with asymptotic estimates
- Optimal threshold strategies with capital injections in a spectrally negative Lévy risk model
- Optimal dividend payments for a two-dimensional insurance risk process
- Classical and impulse stochastic control on the optimization of dividends with residual capital at bankruptcy
- Optimal dividend policy when risk reserves follow a jump-diffusion process with a completely monotone jump density under Markov-regime switching
- Alternative approach to the optimality of the threshold strategy for spectrally negative Lévy processes
- Optimal dividend problem with a nonlinear regular-singular stochastic control
- Optimal dividend policy with random interest rates
- Optimal dividend and equity issuance problem with proportional and fixed transaction costs
- Optimal dividend policy in discrete time
- Optimal dividend policy and growth option
- A model of optimal portfolio selection under liquidity risk and price impact
- On the optimal dividend problem for a spectrally negative Lévy process
- Optimizing venture capital investments in a jump diffusion model
- Optimal risk and liquidity management with costly refinancing opportunities
- Optimal control with restrictions for a diffusion risk model under constant interest force
- An impulse control of a geometric Brownian motion with quadratic costs
- On optimal dividends: from reflection to refraction
- A constrained non-linear regular-singular stochastic control problem, with applications.
- Semismooth Newton methods with a shooting-like technique for solving a constrained free-boundary HJB equation
- Optimal fee structure of variable annuities
- De Finetti's control problem with competition
- Irreversible reinsurance: a singular control approach
- Optimal dividends under a drawdown constraint and a curious square-root rule
- Dynamic programming principle for classical and singular stochastic control with discretionary stopping
- Some Solvable Stochastic Control Problems With Delay
- Equilibrium dividend strategy with non-exponential discounting in a dual model
- On the optimal dividend problem for insurance risk models with surplus-dependent premiums
- Optimal dividend-financing strategies in a dual risk model with time-inconsistent preferences
- Optimal dividend control for a generalized risk model with investment incomes and debit interest
- Impulse stochastic control for the optimization of the dividend payments of the compound Poisson risk model perturbed by diffusion
- Dividend maximization in a hidden Markov switching model
- Numerical approximation of a cash-constrained firm value with investment opportunities
- Equilibrium equity price with optimal dividend policy
- Excess capital, operational disaster risk, and capital requirements for banks
- MANAGING CORPORATE LIQUIDITY: STRATEGIES AND PRICING IMPLICATIONS
- De Finetti's Dividend Problem and Impulse Control for a Two-Dimensional Insurance Risk Process
- Optimal excess-of-loss reinsurance and dividend payments with both transaction costs and taxes
- Optimal dividend payments in the classical risk model when payments are subject to both transaction costs and taxes
- Optimal investment and reinsurance in a jump diffusion risk model
- The optimal dividend problem in the dual model
- Optimal dividend policy and stock prices
- Liquidity management with decreasing returns to scale and secured credit line
- On a dual risk model perturbed by diffusion with dividend threshold
- A stochastic control problem with linearly bounded control rates in a Brownian model
- Optimal strategies in a risky debt context
- Optimization of a dividend strategy of an insurance company continuing its work after the ruin
- OPTIMAL DIVIDEND PAYMENTS WHEN CASH RESERVES FOLLOW A JUMP-DIFFUSION PROCESS
- Pricing Asset Scheduling Flexibility using Optimal Switching
- Optimal Dividend Payouts Under Jump-Diffusion Risk Processes
- Optimal harvesting when the exchange rate is a semimartingale
- Optimal dividend and capital injection problem in the dual model with proportional and fixed transaction costs
- A two-dimensional dividend problem for collaborating companies and an optimal stopping problem
- On the interface between optimal periodic and continuous dividend strategies in the presence of transaction costs
- Optimal dividend policies for piecewise-deterministic compound Poisson risk models
- A note on optimal expected utility of dividend payments with proportional reinsurance
- Expected supremum representation of the value of a singular stochastic control problem
- Shareholder risk measures
- Optimal dividend strategy for a general diffusion process with time-inconsistent preferences and ruin penalty
- On the relationship between the stochastic maximum principle and dynamic programming in singular stochastic control
- On a Class of Path-Dependent Singular Stochastic Control Problems
- Market frictions and corporate finance: an overview paper
- Optimal dividend payout for classical risk model with risk constraint
- NON-ROBUSTNESS OF SOME IMPULSE CONTROL PROBLEMS WITH RESPECT TO INTERVENTION COSTS
- Discrete dividend payments in continuous time
- Bayesian dividend optimization and finite time ruin probabilities
- Short communication: American student loans: repayment and valuation
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