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Loring, Matthew; Zhou, Zhou; Zou, Bin - In: European journal of operational research : EJOR 295 (2021) 2, pp. 560-574

Persistent link: https://www.econbiz.de/10013205968

Consumption decision, portfolio choice and healthcare irreversible investment

Ferrari, Giorgio; Zhu, Shihao - 2022

We propose a tractable dynamic framework for the joint determination of optimal consumption, portfolio choice, and healthcare irreversible investment. Our model is based on a Merton's portfolio and consumption problem, where, in addition, the agent can choose the time at which undertaking a...

Persistent link: https://www.econbiz.de/10013466319

Optimal fiscal policy in times of uncertainty : a stochastic control approach

Neck, Reinhard; Blueschke, Dmitri; Blueschke-Nikolaeva, … - In: Empirica : journal of european economics 52 (2025) 1, pp. 99-120

Persistent link: https://www.econbiz.de/10015333785

Optimal dividend problem with a terminal value for spectrally positive Lévy processes

Yin, Chuancun; Wen, Yuzhen - In: Insurance / Mathematics & economics 53 (2013) 3, pp. 769-773

Persistent link: https://www.econbiz.de/10010227876

On the optimal dividend problem for a spectrally positive Lévy process

Yin, Chuancun; Wen, Yuzhen; Zhao, Yongxia - In: Astin bulletin : the journal of the International … 44 (2014) 3, pp. 635-651

Persistent link: https://www.econbiz.de/10010407942

Optimal dividend bands revisited : a gradient-based method and evolutionary algorithms

Albrecher, Hansjörg; Garcia Flores, Brandon - In: Scandinavian actuarial journal 2023 (2023) 8, pp. 788-810

Persistent link: https://www.econbiz.de/10014383971

On optimal periodic dividend strategies in the dual model with diffusion

Avanzi, Benjamin; Tu, Vincent; Wong, Bernard - In: Insurance: Mathematics and Economics 55 (2014) C, pp. 210-224

that a dividend barrier strategy is optimal when dividend decisions are made continuously. In practice, however, companies … that are capable of issuing dividends make dividend decisions on a periodic (rather than continuous) basis. …

Persistent link: https://www.econbiz.de/10011046573