Dividend optimization for regime-switching general diffusions

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<rdf:Description>
<dc:creator>Zhu, Jinxia</dc:creator>
<dc:date>2013-09-02</dc:date>
<dc:description xml:lang="es">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 ruin</dc:description>
<dc:identifier>https://documentacion.fundacionmapfre.org/documentacion/publico/es/bib/144470.do</dc:identifier>
<dc:language>eng</dc:language>
<dc:rights xml:lang="es">InC - http://rightsstatements.org/vocab/InC/1.0/</dc:rights>
<dc:type xml:lang="es">Artículos y capítulos</dc:type>
<dc:title xml:lang="es">Dividend optimization for regime-switching general diffusions</dc:title>
<dc:relation xml:lang="es">En: Insurance : mathematics and economics. - Oxford : Elsevier, 1990- = ISSN 0167-6687. - 02/09/2013 Volumen 53 Número 2 - septiembre 2013 </dc:relation>
</rdf:Description>
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