Classical and singular stochastic control for the optimal dividend policy when there is regime switching

By Luz R. Sotomayor, Abel Cadenillas. 2011

57 citations recorded by the source corpus.

Subfields: Demography, Finance, Management Science and Operations Research

View Paper: https://www.semanticscholar.org/paper/ff8c227201db28cbfd6f98f2a3787533058eda01

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Demography

1. George Yin
2. Fuke Wu
3. Zhuo Jin
4. Catherine Donnelly

In Finance

1. George Yin
2. Fuke Wu
3. Zhuo Jin
4. Catherine Donnelly

In Management Science and Operations Research

1. George Yin
2. Fuke Wu
3. Zhuo Jin

Citations in the corpus

• Optimal reinsurance strategies in regime-switching jump diffusion models: Stochastic differential game formulation and numerical methods (2013, background): “Sotomayor and Cadenillas (2011) obtained optimal dividend strategies under a regime-switching diffusion model.”