Dividend optimization for jump-diffusion model with solvency constraints
Yongwu Li, Zhongfei Li, Shouyang Wang, Zuo Quan Xu
| Year of publication: |
2020
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|---|---|
| Authors: | Li, Yongwu ; Li, Zhongfei ; Wang, Shouyang ; Xu, Zuo Quan |
| Published in: |
Operations research letters. - Amsterdam [u.a.] : Elsevier, ISSN 0167-6377, ZDB-ID 720735-9. - Vol. 48.2020, 2, p. 170-175
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| Subject: | Barrier strategy | Dividend payment | Jump-diffusion | Partial integro-differential equation | Solvency constraints | Dividende | Dividend | Theorie | Theory | Stochastischer Prozess | Stochastic process | Betriebliche Liquidität | Corporate liquidity |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.orl.2020.01.006 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012254035