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Optimal dividend bands revisited : a gradient-based method and evolutionary algorithms
Albrecher, Hansjörg; Garcia Flores, Brandon - In: Scandinavian actuarial journal 2023 (2023) 8, pp. 788-810
Persistent link: https://www.econbiz.de/10014383971
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A refracted Lévy process with delayed dividend pullbacks
Wang, Zijia; Lkabous, Mohamed Amine; Landriault, David - In: Scandinavian actuarial journal 2023 (2023) 9, pp. 885-906
Persistent link: https://www.econbiz.de/10014384012
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Optimal payout strategies when Bruno de Finetti meets model uncertainty
Feng, Yang; Siu, Tak Kuen; Zhu, Jinxia - In: Insurance : mathematics and economics 116 (2024), pp. 148-164
Persistent link: https://www.econbiz.de/10015066799
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Expected present value of total dividends in a delayed claims risk model under stochastic interest rates
Xie, Jie-hua; Wei Zou; Shen, Xiaojing - In: Insurance / Mathematics & economics 46 (2010) 2, pp. 415-422
Persistent link: https://www.econbiz.de/10003966606
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Optimal dividends in the dual model under transaction costs
Bayraktar, Erhan; Kyprianou, Andreas E.; Yamazaki, Kazutoshi - In: Insurance / Mathematics & economics 54 (2014), pp. 133-143
Persistent link: https://www.econbiz.de/10010259658
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Dividend optimization for regime-switching general diffusions
Zhu, Jinxia; Chen, Fen - In: Insurance / Mathematics & economics 53 (2013) 2, pp. 439-456
Persistent link: https://www.econbiz.de/10010195911
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Rational speculative bubbles in the Asian stock markets : tests on deterministic explosive bubbles and stochastic explosive root bubbles
Chen, Yen-hsiao; Quan, Lianfeng - In: The journal of asset management 14 (2013) 3, pp. 195-208
Persistent link: https://www.econbiz.de/10010207135
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Pricing American call options under the assumption of stochastic dividends : an application of the Korn-Rogers-Model
Kruse, Susanne; Müller, Marlene - 2009
Persistent link: https://www.econbiz.de/10009723047
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Optimal dividend policies with transaction costs for a class of jump-diffusion processes
Hunting, Martin; Paulsen, Jostein - In: Finance and stochastics 17 (2013) 1, pp. 73-106
Persistent link: https://www.econbiz.de/10009682290
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On a mean reverting dividend strategy with Brownian motion
Avanzi, Benjamin; Wong, Bernhard - In: Insurance / Mathematics & economics 51 (2012) 2, pp. 229-238
Persistent link: https://www.econbiz.de/10009668363