Dividend optimization for general diffusions with restricted dividend payment rates
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Publication:4576916
DOI10.1080/03461238.2013.872174zbMath1401.91219OpenAlexW1989430032MaRDI QIDQ4576916
Publication date: 11 July 2018
Published in: Scandinavian Actuarial Journal (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03461238.2013.872174
Stopping times; optimal stopping problems; gambling theory (60G40) Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) (60J70)
Related Items (4)
OPTIMAL FINANCING AND DIVIDEND DISTRIBUTION WITH TRANSACTION COSTS IN THE CASE OF RESTRICTED DIVIDEND RATES ⋮ A perturbation approach to optimal investment, liability ratio, and dividend strategies ⋮ Optimal risk exposure and dividend payout policies under model uncertainty ⋮ Optimal capital injection and dividend distribution for growth restricted diffusion models with bankruptcy
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