Pages that link to "Item:Q1761453"
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The following pages link to Optimal dividend distribution under Markov regime switching (Q1761453):
Displayed 27 items.
- Dividend maximization in a hidden Markov switching model (Q293597) (← links)
- Market frictions and corporate finance: an overview paper (Q475313) (← links)
- Liquidity risk and optimal dividend/investment strategies (Q506385) (← links)
- Classical and impulse control for the optimization of dividend and proportional reinsurance policies with regime switching (Q613607) (← links)
- The impact of negative interest rates on optimal capital injections (Q1799625) (← links)
- Optimising dividends and consumption under an exponential CIR as a discount factor (Q2216186) (← links)
- Dividend problem with Parisian delay for a spectrally negative Lévy risk process (Q2247926) (← links)
- Singular optimal dividend control for the regime-switching Cramér-Lundberg model with credit and debit interest (Q2252244) (← links)
- Optimal dividends with partial information and stopping of a degenerate reflecting diffusion (Q2282963) (← links)
- Optimal investment and dividend for an insurer under a Markov regime switching market with high gain tax (Q2338478) (← links)
- Optimal dividend policy when risk reserves follow a jump-diffusion process with a completely monotone jump density under Markov-regime switching (Q2415959) (← links)
- Optimal dividend policy with random interest rates (Q2444689) (← links)
- Dividend optimization for regime-switching general diffusions (Q2513600) (← links)
- Optimal Threshold Dividend Strategies under the Compound Poisson Model with Regime Switching (Q2909993) (← links)
- Optimal financing and dividend policy with Markovian switching regimes (Q2978980) (← links)
- Optimal Reinsurance and Dividend Strategies Under the Markov-Modulated Insurance Risk Model (Q3068104) (← links)
- On the Optimal Dividend Strategy in a Regime-Switching Diffusion Model (Q3167343) (← links)
- Dynamic asset–liability management in a Markov market with stochastic cash flows (Q4554228) (← links)
- Optimal debt ratio and dividend strategies for an insurer under a regime-switching model (Q4634190) (← links)
- Explicit Computations for Some Markov Modulated Counting Processes (Q4976494) (← links)
- Bayesian Dividend Optimization and Finite Time Ruin Probabilities (Q4981823) (← links)
- On the Bailout Dividend Problem for Spectrally Negative Markov Additive Models (Q5106718) (← links)
- DIFFUSION LIMITS FOR A MARKOV MODULATED BINOMIAL COUNTING PROCESS (Q5111484) (← links)
- On an optimal extraction problem with regime switching (Q5215020) (← links)
- Optimal Control of Debt-to-GDP Ratio in an $N$-State Regime Switching Economy (Q5220413) (← links)
- An Optimal Dividend Problem with Capital Injections over a Finite Horizon (Q5232239) (← links)
- DIVIDEND OPTIMIZATION FOR A REGIME-SWITCHING DIFFUSION MODEL WITH RESTRICTED DIVIDEND RATES (Q5419647) (← links)