Dividend optimization for jump-diffusion model with solvency constraints
Year of publication: |
2020
|
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Authors: | Li, Yongwu ; Li, Zhongfei ; Wang, Shouyang ; Xu, Zuo Quan |
Published in: |
Operations research letters. - Amsterdam [u.a.] : Elsevier, ISSN 0167-6377, ZDB-ID 720735-9. - Vol. 48.2020, 2, p. 170-175
|
Subject: | Barrier strategy | Dividend payment | Jump-diffusion | Partial integro-differential equation | Solvency constraints | Theorie | Theory | Dividende | Dividend | Betriebliche Liquidität | Corporate liquidity |
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