On the bailout dividend problem with periodic dividend payments for spectrally negative Markov additive processes

DOI10.1016/j.nahs.2023.101332OpenAlexW4317470333MaRDI QIDQ2695946

Dante Mata, Kei Noba, Harold A. Moreno-Franco, José Luis Pérez Garmendia

Publication date: 5 April 2023

Published in: Nonlinear Analysis. Hybrid Systems (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2207.01126

zbMATH Keywords

regime switchingscale functionsspectrally one-sided Lévy processesperiodic and singular control strategies

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Optimal stochastic control (93E20) Corporate finance (dividends, real options, etc.) (91G50)

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