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A Note on the Optimal Dividend Payments for the Jump-Diffusion Process with Solvency Constraints
2010 2nd International Conference on Information Engineering and Computer Science, 2010This paper extends the known result due to Belhaj[1] who found the optimal dividend policy is of a barrier type for a jump-diffusion model with exponentially distributed jumps. It turns out that there can be essentially two different solutions depending on the model's parameters.
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On the Optimal Stochastic Control of Dividend and Penalty Payments in an Insurance Company [PDF]
, 2016 In this thesis we consider the surplus of a non-life insurance company and assume that it follows either the classical Cramér-Lundberg model or its diffusion approximation. That is, we consider a continuous time model, where premiums are cashed at a constant rate and claims occur randomly with random sizes modelled by a compound Poisson process.
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Optimal periodic dividends with penalty payments under a diffusion model
Communications in Statistics - Theory and Methods, 2023Long Yang, Guohe Deng
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Stochastic Analysis and Applications, 2012
This article deals with the optimal dividend problem for the classical risk model perturbed by diffusion. With each dividend payment there is a proportional cost and a fixed cost. The objective of the corporation is to maximize the cumulative expected discounted dividends payout until the time of ruin. It controls the timing and the amount of dividends
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This article deals with the optimal dividend problem for the classical risk model perturbed by diffusion. With each dividend payment there is a proportional cost and a fixed cost. The objective of the corporation is to maximize the cumulative expected discounted dividends payout until the time of ruin. It controls the timing and the amount of dividends
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The Effect of Dividend Payment on Firm’s Financial Performance: An Empirical Study of Vietnam
Journal of Risk and Financial Management, 2021Anh Huu Nguyen
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Dividend payment and financial restatement: US evidence
International Journal of Accounting and Information Management, 2022Borhan Uddin Bhuiyan
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Dividend optimization for general diffusions with restricted dividend payment rates
Scandinavian Actuarial Journal, 2015Jinxia Zhu
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optimal investment and dividend policy in an insurance company: A varied bound for dividend rates
Discrete and Continuous Dynamical Systems - Series B, 2019Baojun Bian
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Dividend payment and earnings quality: evidence from Indonesia
International Journal of Accounting and Information Management, 2014Sylvia Veronica Siregar
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