SZodixStudyAcademic Library

Shelves Open access

Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated

Optimal risk and dividend control for a company with a debt liability · Study

ArticleShelves

ArticleOptimal risk and dividend control for a company with a debt liability

Michael Taksar1998

Article1998

Optimal risk and dividend control for a company with a debt liability

Michael Taksar · Xun Yu Zhou

103 citations·0/0 files stored·Insurance Mathematics and Economics

No readable copy stored yet — this record is metadata only.

No open-access location is known for this record yet.

Literature note Cite in a project Citation map

Stochastic processes and financial applications Corporate Insolvency and Governance Probability and Risk Models

Abstract

No abstract was published for this record.

Paper brief

Loading…

Cite this work

Citation unavailable for this work.

BibTeX RIS CSL-JSON

No public copy is stored for this record, so only the metadata is cited.

Citations in this library

Citation map →

Stored only when both papers are in the corpus — 103 citations exist upstream.

References

2005Controlled Markov Processes and Viscosity Solutions 1996Optimal Capital Structure, Endogenous Bankruptcy, and the Term Structure of Credit Spreads 1999Stochastic controls : Hamiltonian systems and HJB equations 1984Stochastic differential equations with reflecting boundary conditions 1997Controlled diffusion models for optimal dividend pay-out 1996Optimal Capital Structure, Endogenous Bankruptcy, and the Term Structure of Credit Spreads 1996Risk vs. profit potential: A model for corporate strategy 1999Controlling Risk Exposure and Dividends Payout Schemes:Insurance Company Example

Cited by

2003Optimal dynamic reinsurance policies for large insurance portfolios 2004Optimal dynamic portfolio selection for a corporation with controllable risk and dividend distribution policy 2006OPTIMAL DIVIDEND POLICY WITH MEAN‐REVERTING CASH RESERVOIR 2010Markowitz's Mean-Variance Asset–Liability Management with Regime Switching: A Multi-Period Model 2002Optimal Financing of a Corporation Subject To Random Returns

Related works

Explore the map →

Papers that cite the same references — the relational fallback while embeddings are still backfilling.

2001Optimal risk control for a large corporation in the presence of returns on investmentsarticle · 6 shared references 2007Optimal financing and dividend control of the insurance company with proportional reinsurance policyarticle · 6 shared references 2004Optimal dynamic portfolio selection for a corporation with controllable risk and dividend distribution policyarticle · 5 shared references 2008Optimal financing and dividend control of the insurance company with fixed and proportional transaction costsarticle · 5 shared references 2006Optimal Bank Capital with Costly Recapitalization*article · 4 shared references 2009Optimality results for dividend problems in insurancearticle · 4 shared references

Details

Year1998

Typearticle

Published1998-05-01

VenueInsurance Mathematics and Economics

ISSN-L0167-6687

Languageen

Citations103

Files0 public / 0

ShelfStochastic processes and financial applications

Identifiers

doi10.1016/s0167-6687(98)00012-2

openalex_workW2005806583

Links

Imported from OpenAlex (CC0) — nothing here is generated.

2001Optimal risk control for a large corporation in the presence of returns on investments

2005A new risk-sensitive maximum principle

2011Classical and singular stochastic control for the optimal dividend policy when there is regime switching