Asymptotically optimal dividend policy for regime-switching compound Poisson models
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Cites work
- scientific article; zbMATH DE number 3566537 (Why is no real title available?)
- scientific article; zbMATH DE number 1113626 (Why is no real title available?)
- scientific article; zbMATH DE number 796445 (Why is no real title available?)
- scientific article; zbMATH DE number 5223066 (Why is no real title available?)
- Asymptotic properties of a singularly perturbed Markov chain with inclusion of transient states.
- CLASSICAL AND IMPULSE STOCHASTIC CONTROL FOR THE OPTIMIZATION OF THE DIVIDEND AND RISK POLICIES OF AN INSURANCE FIRM
- Classical and singular stochastic control for the optimal dividend policy when there is regime switching
- Controlled diffusion models for optimal dividend pay-out
- Hybrid switching diffusions. Properties and applications
- Markowitz's Mean-Variance Portfolio Selection with Regime Switching: A Continuous-Time Model
- On limit results for a class of singularly perturbed switching diffusions
- Optimal Control of Switching Diffusions with Application to Flexible Manufacturing Systems
- Optimal Dividends
- Optimal dividend strategies in a Cramér-Lundberg model with capital injections
- Optimal risk control and dividend distribution policies. Example of excess-of loss reinsurance for an insurance corporation
- Regime Switching Stochastic Approximation Algorithms with Application to Adaptive Discrete Stochastic Optimization
- Stability of hybrid dynamic systems containing singularly perturbed random processes
- Stock trading: an optimal selling rule
- Two-time-scale Jump-Diffusion Models with Markovian Switching Regimes
Cited in
(9)- An optimal dividend policy with delayed capital injections
- Asymptotic optimization for stochastic models based on a compound Poisson process
- A refined asymptotic framework for dividend yield in predictive regressions
- Optimal dividend payment and regime switching in a compound Poisson risk model
- Optimal threshold dividend strategies under the compound Poisson model with regime switching
- Numerical methods for optimal dividend payment and investment strategies of regime-switching jump diffusion models with capital injections
- Dividend optimization for regime-switching general diffusions
- Singular optimal dividend control for the regime-switching Cramér-Lundberg model with credit and debit interest
- Optimal dividend policy with liability constraint under a hidden Markov regime-switching model
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