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1
The Markovian regime-switching risk model with a threshold
dividend
strategy
Lu, Yi
;
Li, Shuanming
- In:
Insurance / Mathematics & economics
44
(
2009
)
2
,
pp. 296-303
Persistent link: https://www.econbiz.de/10009517635
Saved in:
2
Optimale Steuerung von Risikoprozessen bei zufällig variierenden Zinssätzen
Hoelzer, Oliver
;
Hölzer, Oliver
-
2000
-
Als Ms. gedr
Persistent link: https://www.econbiz.de/10001538978
Saved in:
3
A multivariate Markov chain stock model
D'Amico, Guglielmo
;
De Blasis, Riccardo
- In:
Scandinavian actuarial journal
2020
(
2020
)
4
,
pp. 272-291
Persistent link: https://www.econbiz.de/10012262736
Saved in:
4
The Markovian regime-switching risk model with constant
dividend
barrier under absolute ruin
Yu, Wenguang
;
Huang, Yujuan
- In:
Journal of mathematical finance
1
(
2011
)
3
,
pp. 83-89
Persistent link: https://www.econbiz.de/10009668520
Saved in:
5
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
Saved in:
6
Risk-sensitive
dividend
problems
Bäuerle, Nicole
;
Jaśkiewicz, Anna
- In:
European journal of operational research : EJOR
242
(
2015
)
1
,
pp. 161-171
Persistent link: https://www.econbiz.de/10010488024
Saved in:
7
Real
dividend
- stock market price causality nexus : an application of Markov switching model
Anoruo, Emmanuel
- In:
Afro-Asian Journal of Finance and Accounting : AAJFA
4
(
2014
)
1
,
pp. 63-74
Persistent link: https://www.econbiz.de/10010485674
Saved in:
8
Optimal
dividend
distribution under Markov regime switching
Jiang, Zhengjun
;
Pistorius, Martijn
- In:
Finance and stochastics
16
(
2012
)
3
,
pp. 449-476
Persistent link: https://www.econbiz.de/10009562303
Saved in:
9
Dividend
optimization for a regime-switching diffusion model with restricted
dividend
rates
Zhu, Jinxia
- In:
Astin bulletin : the journal of the International …
44
(
2014
)
2
,
pp. 459-494
Persistent link: https://www.econbiz.de/10010394663
Saved in:
10
Modeling the
dividend
-price ratio : the role of economic fundamentals using a regime-switching approach
Nielsen, Steen
- In:
Essays in financial markets
,
(pp. 104-143)
.
2000
Persistent link: https://www.econbiz.de/10001591919
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