On the bail-out dividend problem for spectrally negative Markov additive models

Keyphrases

• Additive Model 100%
• Regime Switching 100%
• Markov 100%
• Dividend Problem 100%
• Refraction 66%
• Payoff 66%
• Reflection Strategy 66%
• Optimization Problem 33%
• Optimal Control 33%
• Switching Time 33%
• Terminal Time 33%
• Auxiliary Problem 33%
• Risk Model 33%
• Optimal Threshold 33%
• Local Optimization 33%
• Fixed Point Argument 33%
• Optimal Dividends 33%
• Lvy Processes 33%
• Absolutely Continuous 33%
• Dividend Strategy 33%
• Barrier Types 33%
• Recursive Iteration 33%
• Underlying Risk 33%
• Markov Additive Process 33%

Mathematics

• Optimality 100%
• Lvy Process 100%
• Fixed Points 100%
• Optimal Control Theory 100%
• Additive Model 100%
• Risk Model 100%
• Auxiliary Problem 100%