Sección: ArtículosTítulo: Dividend optimization for regime-switching general diffusions / Jinxia Zhu, Feng ChenAutor: Zhu, JinxiaNotas: Sumario: We consider the optimal dividend distribution problem of a financial corporation whose surplus is modeled by a general diffusion process with both the drift and diffusion coefficients depending on the external economic regime as well as the surplus itself through general functions. The aim is to find a dividend payout scheme that maximizes the present value of the total dividends until ruinRegistros relacionados: En: Insurance : mathematics and economics. - Oxford : Elsevier, 1990- = ISSN 0167-6687. - 02/09/2013 Volumen 53 Número 2 - septiembre 2013 Otras clasificaciones: 6Derechos: In Copyright (InC)Referencias externas:
