Optimal dividend payment strategies with debt constraint in a hybrid regime-switching jump-diffusion model
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Publication:1690497
DOI10.1016/j.nahs.2017.08.007zbMath1378.91102OpenAlexW2755980529MaRDI QIDQ1690497
Senren Tan, Zhuo Jin, G. George Yin
Publication date: 19 January 2018
Published in: Nonlinear Analysis. Hybrid Systems (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.nahs.2017.08.007
Related Items (4)
Time-consistent reinsurance and investment strategy combining quota-share and excess of loss for mean-variance insurers with jump-diffusion price process ⋮ Asset-liability management with state-dependent utility in the regime-switching market ⋮ Error Estimates of Penalty Schemes for Quasi-Variational Inequalities Arising from Impulse Control Problems ⋮ Optimal investment and dividend for an insurer under a Markov regime switching market with high gain tax
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