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Optimization of the flow of dividends · Study

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ArticleOptimization of the flow of dividends

Monique Jeanblanc1995

OA

Articlebronze1995

Optimization of the flow of dividends

Monique Jeanblanc · Albert Nikolaevich Shiryaev

320 citations·0/0 files stored·Russian Mathematical Surveys

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Corporate Finance and Governance Financial Analysis and Corporate Governance Stochastic processes and financial applications

Abstract

Contents §1. Introduction §2. The case A §3. The case B §4. The case C Bibliography

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References

1999Continuous Martingales and Brownian Motion 1980Controlled Diffusion Processes 1974A TRANSFORMATION OF THE PHASE SPACE OF A DIFFUSION PROCESS THAT REMOVES THE DRIFT

Cited by

2014Fluctuations of Lévy Processes with Applications 2007On the optimal dividend problem for a spectrally negative Lévy process 2005Optimal investment for insurer with jump-diffusion risk process 2004Optimal Dividends 2000Optimal risk control and dividend distribution policies. Example of excess-of loss reinsurance for an insurance corporation 2006On Optimal Dividend Strategies In The Compound Poisson Model 2008On optimality of the barrier strategy in de Finetti’s dividend problem for spectrally negative Lévy processes 2009Strategies for Dividend Distribution: A Review

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Details

Year1995

Typearticle

Published1995-04-30

VenueRussian Mathematical Surveys

ISSN-L0036-0279

Languageen

Citations320

Files0 public / 0

ShelfCorporate Finance and Governance

Identifiers

doi10.1070/rm1995v050n02abeh002054

openalex_workW2053235992

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