Optimal payout strategies when Bruno de Finetti meets model uncertainty
Year of publication: |
2024
|
---|---|
Authors: | Feng, Yang ; Siu, Tak Kuen ; Zhu, Jinxia |
Subject: | Compound Poisson | Dividend payments | HJB equation | Model uncertainty | Viscosity solution | Dividende | Dividend | Risiko | Risk | Theorie | Theory | Stochastischer Prozess | Stochastic process | Entscheidung unter Unsicherheit | Decision under uncertainty |
-
Optimal risk exposure and dividend payout policies under model uncertainty
Feng, Yang, (2021)
-
Statistical estimation for some dividend problems under the compound poisson risk model
Xie, Jiayi, (2020)
-
Robust portfolio choice with stochastic interest rates
Flor, Christian Riis, (2014)
- More ...
-
Optimal risk exposure and dividend payout policies under model uncertainty
Feng, Yang, (2021)
-
Singular dividend optimization for a linear diffusion model with time-inconsistent preferences
Zhu, Jinxia, (2020)
-
Ruin theory for a Markov regime-switching model under a threshold dividend strategy
Zhu, Jinxia, (2008)
- More ...