Optimal dividend policy with self-exciting claims in the Gamma-Omega model
Guo Liu, Zhuo Jin, Shuanming Li
| Year of publication: |
2024
|
|---|---|
| Authors: | Liu, Guo ; Jin, Zhuo ; Li, Shuanming |
| Published in: |
Finance research letters. - New York : Elsevier Science, ISSN 1544-6123, ZDB-ID 2145766-9. - Vol. 69.2024, 1, Art.-No. 106137, p. 1-10
|
| Subject: | Dynamic programming | Self-exciting Hawkes process | Gamma-Omega model | Optimal dividend strategy | Dividende | Dividend | Dynamische Optimierung | Theorie | Theory | Ausschüttungspolitik | Payout policy |
freely available
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.frl.2024.106162 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015080983