Optimal ratcheting of dividend payout under Brownian motion surplus

Optimal stochastic control (93E20) Interest rates, asset pricing, etc. (stochastic models) (91G30) Free boundary problems for PDEs (35R35) Portfolio theory (91G10) PDEs in connection with control and optimization (35Q93)

Cites Work

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A unified treatment of dividend payment problems under fixed cost and implementation delays
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ON OPTIMAL DIVIDENDS IN THE DUAL MODEL
Optimal Dividends

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