Optimal debt ratio and dividend strategies for an insurer under a regime-switching model

DOI10.1080/15326349.2018.1527703zbMath1411.91328OpenAlexW2911183804WikidataQ128605937 ScholiaQ128605937MaRDI QIDQ4634190

Jiaqin Wei, Zhuo Jin, Qian Zhao

Publication date: 7 May 2019

Published in: Stochastic Models (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/15326349.2018.1527703

zbMATH Keywords

regime switchingHJB equationdividend strategydebt ratio

Mathematics Subject Classification ID

Cites Work

• Optimal debt ratio and dividend payment strategies with reinsurance
• Optimal dividend distribution under Markov regime switching
• Classical and singular stochastic control for the optimal dividend policy when there is regime switching
• Stochastic Optimal Control and the U.S. Financial Debt Crisis
• On the Optimal Dividend Strategy in a Regime-Switching Diffusion Model
• Nonlinear elliptic systems in unbounded domains
• An Application of Stochastic Control Theory to Financial Economics
• Strategies for Dividend Distribution: A Review
• DIVIDEND OPTIMIZATION FOR A REGIME-SWITCHING DIFFUSION MODEL WITH RESTRICTED DIVIDEND RATES
• STOCHASTIC PORTFOLIO OPTIMIZATION WITH LOG UTILITY
• Optimal financing and dividend distribution in a general diffusion model with regime switching

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