This paper proposes and solves an optimal dividend problem in which a two-state regimeswitching environment affects the … expected profits from dividends until bankruptcy. The company's optimal dividend payout is therefore influenced by four factors … theoretical results by a detailed numerical study, where also a thorough analysis of the sensitivities of the optimal dividend …

In this paper we propose and solve an optimal dividend problem with capital injections over a finite time horizon. The … dividend problem with capital injections to an optimal stopping problem for a drifted Brownian motion that is absorbed at zero … optimal stopping problem gives the derivative of the value function of the optimal dividend problem. Moreover, the optimal …