Optimal dividend policy when cash surplus follows the telegraph process

DOI10.1134/S0001434621010156zbMath1468.91189OpenAlexW3182714001WikidataQ114847436 ScholiaQ114847436MaRDI QIDQ2037638

Publication date: 8 July 2021

Published in: Mathematical Notes (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1134/s0001434621010156

zbMATH Keywords

stochastic optimal control regime switching telegraph process dividend policy

Mathematics Subject Classification ID

Optimal stochastic control (93E20) Corporate finance (dividends, real options, etc.) (91G50)

Related Items (1)

Optimal investment and dividend for an insurer under a Markov regime switching market with high gain tax

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