Dividends under threshold dividend strategy with randomized observation periods and capital-exchange agreement

DOI10.1016/j.cam.2019.112426zbMath1426.91298OpenAlexW2970140561MaRDI QIDQ2332731

YongGe Liu, Wenyan Zhuo, Xu Chen

Publication date: 5 November 2019

Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.cam.2019.112426

zbMATH Keywords

discounted dividend paymentsnumerical sinc methodrandomized observation periodscapital-exchange agreementintegro-partial differential equation system

Mathematics Subject Classification ID

Numerical methods (including Monte Carlo methods) (91G60) Corporate finance (dividends, real options, etc.) (91G50) Integro-partial differential equations (35R09)

Related Items (4)

Randomized observation periods for compound Poisson risk model with capital injection and barrier dividend ⋮ Designing cost-efficient inspection schemes for stochastic streamflow environment using an effective Hamiltonian approach ⋮ A markov-modulated risk model with transaction costs and threshold dividend strategy ⋮ The perturbed compound Poisson risk model with proportional investment

Uses Software

• Sinc-Pack

Cites Work

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• Optimal Dividends In An Ornstein-Uhlenbeck Type Model With Credit And Debit Interest
• On The Merger Of Two Companies
• Optimal dividend strategies for two collaborating insurance companies

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