Pages that link to "Item:Q2513600"
From MaRDI portal
The following pages link to Dividend optimization for regime-switching general diffusions (Q2513600):
Displaying 15 items.
- Dividend maximization in a hidden Markov switching model (Q293597) (← links)
- Numerical methods for dividend optimization using regime-switching jump-diffusion models (Q550528) (← links)
- Stochastic optimization algorithms for barrier dividend strategies (Q953387) (← links)
- Optimal dividend distribution under Markov regime switching (Q1761453) (← links)
- Optimal dividend policy when cash surplus follows the telegraph process (Q2037638) (← links)
- Optimal dividends under Markov-modulated bankruptcy level (Q2172038) (← links)
- Singular dividend optimization for a linear diffusion model with time-inconsistent preferences (Q2183310) (← links)
- Optimal singular dividend problem under the Sparre Andersen model (Q2302759) (← 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 financing and dividend policy with Markovian switching regimes (Q2978980) (← links)
- On the Optimal Dividend Strategy in a Regime-Switching Diffusion Model (Q3167343) (← links)
- Optimal Impulse Control for Growth-Restricted Linear Diffusions with Regime Switching (Q5145602) (← links)
- Optimal stopping and impulse control in the presence of an anticipated regime switch (Q6080761) (← links)
- A mixed singular/switching control problem with terminal cost for modulated diffusion processes (Q6122804) (← links)
