Discrete Dividend Payments in Continuous Time
Published Online:31 Mar 2021https://doi.org/10.1287/moor.2020.1081
References
- [1] (2014) Optimal dividend policy with random interest rates. J. Math. Econom. 51(2014):93–101.Crossref, Google Scholar
- [2] (2017) Risk theory with affine dividend payment strategies. Elsholtz C , Grabner P , eds. Number Theory—Diophantine Problems, Uniform Distribution and Applications (Springer, Cham, Switzerland), 25–60.Crossref, Google Scholar
- [3] (2009) Optimality results for dividend problems in insurance. RACSAM-Revista de la Real Academia de Ciencias Exactas, Fisicas y Naturales. Serie A Matematicas 103(2):295–320.Crossref, Google Scholar
- [4] (2010) Ruin Probabilities , Advanced Series on Statistical Science and Applied Probability, vol. 14 (World Scientific, Singapore).Crossref, Google Scholar
- [5] (2012) On a mean reverting dividend strategy with Brownian motion. Insurance Math. Econom. 51(2):229–238.Crossref, Google Scholar
- [6] (2016) On the interface between optimal periodic and continuous dividend strategies in the presence of transaction costs. ASTIN Bull. J. IAA 46(3):709–746.Crossref, Google Scholar
- [7] (2017) Convergence of approximation schemes for weakly nonlocal second order equations. Preprint, submitted May 8, https://arxiv.org/abs/1705.02922v1.Google Scholar
- [8] (1957) A Markovian decision process. Indiana Univ. Math. J . 6(5):679–684.Google Scholar
- [9] (1978) Stochastic optimal control: The discrete-time case (Academic Press, New York).Google Scholar
- [10] (2019) Daily rebalancing of leveraged ETFs.Google Scholar
- [11] (2011) Free cash flow, issuance costs, and stock prices. J. Finance 66(5):1501–1544.Crossref, Google Scholar
- [12] (1969) Entscheidungskriterien für den Zusammengesetzten Poisson-Prozess. PhD thesis, ETH, Zurich.Google Scholar
- [13] (2004) Optimal dividends: Analysis with Brownian motion. North Amer. Actuarial J. 8(1):1–20.Crossref, Google Scholar
- [14] (1995) Optimization of the flow of dividends. Russian Math. Surveys 50(2):257.Crossref, Google Scholar
- [15] (2006) Optimal bank capital with costly recapitalization. J. Bus. 79(4):2163–2201.Google Scholar
- [16] (2013) Stochastic Integration and Differential Equations , vol. 2.1 (Springer, Berlin).Google Scholar
- [17] (2020) Optimal dividend policies with random profitability. Math. Finance 30(1):228–259.Crossref, Google Scholar

