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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...
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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...
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