.We determine the optimal dividend and (unconstrained) capital injection strategy when jumps are hyperexponential. This strategy … happens to be either a dividend barrier strategy without capital injections, or another dividend barrier strategy with forced … injections when the surplus is null to prevent ruin. The latter is also shown to be the optimal dividend and capital injection …

.We determine the optimal dividend and (unconstrained) capital injection strategy (among all possible strategies) when jumps are … hyperexponential. This strategy happens to be either a dividend barrier strategy without capital injections, or another dividend … dividend and capital injection strategy, if ruin is not allowed to occur. Both the choice to inject capital or not and the …

that a dividend barrier strategy is optimal when dividend decisions are made continuously. In practice, however, companies … that are capable of issuing dividends make dividend decisions on a periodic (rather than continuous) basis.In this paper …, we consider a periodic dividend strategy with exponential inter-dividend-decision times and continuous monitoring of …

retained earnings. This recommendation takes two parts: Proposition III, i.e., a dividend has no impact on market value, and ….The purpose of this paper is to analyze non-dividend-distributing companies for positive NPV. I picked companies from the Standard … the null hypothesis should therefore be rejected.The paper also tabulates the assumptions needed for the Dividend …

periodically in real life, we study periodic dividend strategies whereby dividend decisions are made according to a Poisson arrival … process. In this paper, we investigate the impact of fixed transaction costs on the optimal periodic dividend strategy, and … that bring the surplus back to b _l as long as it is no less than b _u at a dividend decision time …

We analyze the optimal dividend payment problem in the dual model under constant transaction costs. We show, for a …

In the classical optimal dividends problem, dividend decisions are allowed to be made at any point in time - according … to a continuous strategy. Depending on the surplus process that is considered and whether dividend payouts are bounded or … combination of parameters a pure continuous, pure periodic or hybrid (including both continuous and periodic dividend payments …

that a dividend barrier strategy is optimal when dividend decisions are made continuously. In practice, however, companies … that are capable of issuing dividends make dividend decisions on a periodic (rather than continuous) basis.In this paper …, we consider a periodic dividend strategy with exponential inter-dividend-decision times and continuous monitoring of …

barrier strategy is applied, and how the optimal dividend barrier can be determined. Conditions for optimality are discussed …