Optimal dividends under Markov-modulated bankruptcy level
Giorgio Ferrari, Patrick Schuhmann, Shihao Zhu
| Year of publication: |
2022
|
|---|---|
| Authors: | Ferrari, Giorgio ; Schuhmann, Patrick ; Zhu, Shihao |
| Published in: |
Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 106.2022, p. 146-172
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| Subject: | Optimal dividend policy | Regime-switching | Regime-dependent bankruptcy levels | HJB equation | Singular stochastic control | Insolvenz | Insolvency | Dividende | Dividend | Kontrolltheorie | Control theory | Stochastischer Prozess | Stochastic process |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.insmatheco.2022.06.005 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013380501