We study the dividend optimization problem for a company where surplus in the absence of dividend payments follows a Cramér-Lundberg process compounded by constant force of interest. The company controls the times and amounts of dividend payments subject to reserve constraints that dividends...

We consider the optimal dividend distribution problem of a financial corporation whose surplus is modeled by a general diffusion process with both the drift and the diffusion coefficients depending on the external economic regime as well as the surplus itself through general functions. The aim...

We consider the optimal dividend control problem to find an optimal strategy under the constraint that dividend rates are restricted such that the expected total discounted dividends is maximized for an insurance company. The evolution of the reserve is modeled by a diffusion process with drift...