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Optimal dividend distribution under Markov regime switching
25/25 checkable references clean · checked 2026-07-25
Every reference with a DOI in the deposited reference list resolved to a known work in Crossref or DataCite at the dated check, and none carried a retraction, withdrawal, or removal notice.
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The 25 checked references that resolve
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Some results about the expected ruin time in Markov-modulated risk models
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Pricing Volatility Swaps Under Heston's Stochastic Volatility Model with Regime Switching
resolves10.1093/rfs/hhn006
International asset allocation under regime switching, skew, and kurtosis preferences
resolves10.1137/S0036139903426083
Closed-Form Solutions for Perpetual American Put Options with Regime Switching
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A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle
resolves10.1007/PL00000042
Optimal risk control for a large corporation in the presence of returns on investments
resolves10.1007/s00780-008-0065-9
On perpetual American put valuation and first-passage in a regime-switching model with jumps
resolves10.1080/10920277.2007.10597448
Moments of the Dividend Payments and Related Problems in a Markov-Modulated Risk Model
resolves10.1016/j.insmatheco.2007.10.013
Optimal dividend and issuance of equity policies in the presence of proportional costs
resolves10.1111/j.1540-6261.1993.tb05137.x
Option Valuation and Hedging Strategies with Jumps in the Volatility of Asset Returns
resolves10.1023/B:JOTP.0000020481.14371.37
On Exit and Ergodicity of the Spectrally One-Sided Lévy Process Reflected at Its Infimum
resolves10.1016/j.insmatheco.2011.01.002
Classical and singular stochastic control for the optimal dividend policy when there is regime switching
resolves10.1016/j.insmatheco.2007.03.004
Ruin theory for a Markov regime-switching model under a threshold dividend strategy
The 3 references without a DOI — listed, not checked
no DOI — not checkedDe Finetti, B.: Su un’impostazione alternativa dell teoria colletiva del rischio. In: Transactions of the XV International Congress of Actuaries, vol. 2, pp. 433–443 (1957)
no DOI — not checkedDriffill, J., Kenc, T., Sola, M.: Merton-style option pricing under regime switching. Comput. Econ. Finance 304 (2002). http://www.econpapers.repec.org/paper/scescecf2/304.htm
no DOI — not checkedDuan, J.C., Popova, I., Ritchken, P.: Option pricing under regime switching. Quant. Finance 2, 1–17 (2002)
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