Results 41 to 50 of about 52,215 (182)
The Impact of Dividends’ Policy on the Cost of Equity of Enea S.A. [PDF]
, 2015 The article is an attempt to depict the procedures and regulations accompanying the policy of dividends in a company with a particular emphasis which is put on Enea S.A.
Wrycol, Anna
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Optimizing expected utility of dividend payments for a Cram��r-Lundberg risk proces [PDF]
, 2011 We consider the problem of maximizing the discounted utility of dividend payments of an insurance company whose reserves are modeled as a classical Cram r-Lundberg risk process. We investigate this optimization problem under the constraint that dividend rate is bounded. We prove that the value function fulfills the Hamilton-Jacobi-Bellman equation and
Zbigniew Palmowski, Sebastian Baran
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Optimal dividend policy with liability constraint under a hidden Markov regime-switching model
Journal of Industrial and Management Optimization, 2019 This paper deals with the optimal liability and dividend strategies for an insurance company in Markov regime-switching models. The objective is to maximize the total expected discounted utility of dividend payment in the infinite time horizon in the ...
Jiaqin Wei, Zhuo Jin, Hailiang Yang
semanticscholar +1 more source
Asymptotic Analysis for Optimal Dividends in a Dual Risk Model
, 2016 The dual risk model is a popular model in finance and insurance, which is often used to model the wealth process of a venture capital or high tech company. Optimal dividends have been extensively studied in the literature for the dual risk model.
Fahim, Arash, Zhu, Lingjiong
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Journal of Industrial and Management Optimization, 2020 This study examines the optimal investment and dividend problem for an insurer with CRRA preference. The insurer's goal is to maximize the expected discounted accumulated utility from dividend before ruin and the insurer subjects to high gain tax payment.
Lin Xu, Dingjun Yao, Gong Cheng
semanticscholar +1 more source
Interbank network and bank bailouts: Insurance mechanism for non-insured creditors? : [Version 20 Februar 2013] [PDF]
, 2013 This paper presents a theory that explains why it is beneficial for banks to engage in circular lending activities on the interbank market. Using a simple network structure, it shows that if there is a non-zero bailout probability, banks can ...
Eisert, Tim, Eufinger, Christian
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, 2020 We consider the general class of spectrally positive L\'evy risk processes, which are appropriate for businesses with continuous expenses and lump sum gains whose timing and sizes are stochastic. Motivated by the fact that dividends cannot be paid at any
Avanzi, Benjamin +2 more
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The taxation of discrete investment choices [PDF]
, 1998 Traditional analysis of the taxation of income from capital has focused on the impact of tax on marginal investment decisions; the principal impact of tax on investment is through the cost of capital, and is generally measured by an effective marginal ...
Devereux, M.P., Griffith, R.
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Optimizing expected utility of dividend payments for a Brownian risk process and a peculiar nonlinear ODE [PDF]
Insurance: Mathematics and Economics, 2004 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Hubalek, Friedrich +1 more
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On the optimal dividend strategy in a regime-switching diffusion model [PDF]
, 2012 In this paper we consider the optimal dividend strategy under the diffusion model with regime switching. In contrast to the classical risk theory, the dividends can only be paid at the arrival times of a Poisson process.
Wang, R, Wei, J, Yang, H
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