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Ben-David, Itzhak; Chinco, Alex - 2023

explanation for a wide range of corporate policies such as leverage, share issuance and repurchases, M&A payment method, cash …

Persistent link: https://www.econbiz.de/10014351328

Optimal risk and dividend distribution control models for an insurance company

Taksar, Michael I. - In: Mathematical methods of operations research 51 (2000) 1, pp. 1-42

Persistent link: https://www.econbiz.de/10001488491

Optimal risk/dividend distribution control models : applications to insurance

Taksar, Michael I. - 1999

Persistent link: https://www.econbiz.de/10001421303

Liquidity risk and optimal dividend/investment strategies

Chevalier, Etienne; Gaïgi, M’hamed; Ly Vath, Vathana - In: Mathematics and financial economics 11 (2017) 1, pp. 111-135

Persistent link: https://www.econbiz.de/10011900519

Stochastic impulse control with regime-switching dynamics

Korn, Ralf; Melnyk, Yaroslav; Seilfried, Frank Thomas - In: European journal of operational research : EJOR 260 (2017) 3, pp. 1024-1042

Persistent link: https://www.econbiz.de/10011714277

A bank salvage model by impulse stochastic controls

Cordoni, Francesco Giuseppe; Di Persio, Luca; Jiang, Yilun - In: Risks : open access journal 8 (2020) 2/60, pp. 1-31

The present paper is devoted to the study of a bank salvage model with a finite time horizon that is subjected to stochastic impulse controls. In our model, the bank’s default time is a completely inaccessible random quantity generating its own filtration, then reflecting the unpredictability...

Persistent link: https://www.econbiz.de/10012292938

Vanishing central bank intervention in stochastic impulse control

Gagnon, Gregory - In: Annals of finance 15 (2019) 1, pp. 125-153

Persistent link: https://www.econbiz.de/10012058193

A critique of the literature on the US financial debt crisis

Stein, Jerome L. - 2010

leverage, the optimum and excessive risk and the probability of a debt crisis. The theoretically founded early warning signals … crisis ; optimal leverage and debt ratios ; Congressional Oversight Panel ; Case-Shiller index …

Persistent link: https://www.econbiz.de/10003936616

Alan Greenspan, the quants and stochastic optimal control

Stein, Jerome L. - 2010

function on too thin layer of capital - high leverage - owing to a misreading of the degree of risk embodied in ever more … complex financial products and markets. Third, the breakdown was unpredictable and inevitable, given the “excessive” leverage … following questions: what is an optimal leverage or capital requirement that balances the expected growth against risk? What are …

Persistent link: https://www.econbiz.de/10003971912

The crisis, fed, quants and stochastic optimal control

Stein, Jerome L. - In: Economic modelling 28 (2011) 1/2, pp. 272-280

Persistent link: https://www.econbiz.de/10009269940