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Optimal reinsurance and dividends with transaction costs and taxes under thinning structure
Chen, Mi; Yuen, Kam Chuen; Wang, Wenyuan - In: Scandinavian actuarial journal 2021 (2021) 3, pp. 198-217
Persistent link: https://www.econbiz.de/10012500260
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Optimal investment strategy with dividend paying and proportional transaction costs
Nkeki, Charles I. - In: Annals of financial economics 13 (2018) 1, pp. 1-17
Persistent link: https://www.econbiz.de/10011900656
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Optimal dividend and reinsurance strategies with financing and liquidation value
Yao, Dingjun; Yang, Hailiang; Wang, Rongming - In: Astin bulletin : the journal of the International … 46 (2016) 2, pp. 365-399
Persistent link: https://www.econbiz.de/10011576767
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On the optimality of joint periodic and extraordinary dividend strategies
Avanzi, Benjamin; Lau, Hayden; Wong, Bernard - In: European journal of operational research : EJOR 295 (2021) 3, pp. 1189-1210
Persistent link: https://www.econbiz.de/10012622451
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Optimal periodic dividend strategies for spectrally positive Lévy risk processes with fixed transaction costs
Avanzi, Benjamin; Lau, Hayden; Wong, Bernard - In: Insurance / Mathematics & economics 93 (2020), pp. 315-332
Persistent link: https://www.econbiz.de/10012294138
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On optimal joint reflective and refractive dividend strategies in spectrally positive Lévy models
Avanzi, Benjamin; Pérez, José-Luis; Wong, Bernard; … - In: Insurance / Mathematics & economics 72 (2017), pp. 148-162
Persistent link: https://www.econbiz.de/10011694419
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Optimal risk and dividend strategies with transaction costs and terminal value
Cheng, Gongpin; Zhao, Yongxia - In: Economic modelling 54 (2016), pp. 522-536
Persistent link: https://www.econbiz.de/10011642298
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On the interface between optimal periodic and continuous dividend strategies in the presence of transaction costs
Avanzi, Benjamin; Tu, Vincent; Wong, Bernard - In: Astin bulletin : the journal of the International … 46 (2016) 3, pp. 709-746
Persistent link: https://www.econbiz.de/10011669766
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Optimal financing and dividend distribution with transaction costs in the case of restricted dividend rates
Zhu, Jinxia - In: Astin bulletin : the journal of the International … 47 (2017) 1, pp. 239-268
Persistent link: https://www.econbiz.de/10011670899
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Liquidity Premia and Regime-Switching Transaction Costs and Cash Dividends
Chae, Jiwon; Jang, Bong-Gyu; Kim, Taeyoon - 2023
We investigate the effect of the regime-switching transaction costs and dividends on liquidity premium and investor’s optimal strategy. With reasonably calibrated parameters, we show that counter-cyclical transaction costs substantially raise liquidity premium while procyclical dividends...
Persistent link: https://www.econbiz.de/10014353707