A Semi-Markov dynamic capital injection problem for distressed banks
Year of publication: |
2023
|
---|---|
Authors: | Di Persio, Luca ; Prezioso, Luca ; Jiang, Yilun |
Subject: | semi-Markov process | capital injection | dividend payment | stochastic control | jump-diffusion | HJB equation | Theorie | Theory | Stochastischer Prozess | Stochastic process | Dividende | Dividend | Markov-Kette | Markov chain | Bankenkrise | Banking crisis |
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