Dividend optimization for a regime-switching diffusion model with restricted dividend rates
By Jinxia Zhu
| Year of publication: |
2014
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|---|---|
| Authors: | Zhu, Jinxia |
| Published in: |
Astin bulletin : the journal of the International Actuarial Association. - Cambridge : Cambridge University Press, ISSN 0515-0361, ZDB-ID 419201-1. - Vol. 44.2014, 2, p. 459-494
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| Subject: | Dividends | optimization | regime-switching | restricted dividend rate | threshold strategy | Dividende | Dividend | Theorie | Theory | Markov-Kette | Markov chain |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010394663