WebSite Logo
  • Content
  • Similar Resources
  • Metadata
  • Cite This
  • Log-in
  • Fullscreen
Log-in
Do not have an account? Register Now
Forgot your password? Account recovery
  1. Mathematical Methods of Operations Research
  2. Mathematical Methods of Operations Research : Volume 69
  3. Mathematical Methods of Operations Research : Volume 69, Issue 1, March 2009
  4. Optimal payout policy in presence of downside risk
Loading...

Please wait, while we are loading the content...

Mathematical Methods of Operations Research : Volume 85
Mathematical Methods of Operations Research : Volume 84
Mathematical Methods of Operations Research : Volume 83
Mathematical Methods of Operations Research : Volume 82
Mathematical Methods of Operations Research : Volume 81
Mathematical Methods of Operations Research : Volume 80
Mathematical Methods of Operations Research : Volume 79
Mathematical Methods of Operations Research : Volume 78
Mathematical Methods of Operations Research : Volume 77
Mathematical Methods of Operations Research : Volume 76
Mathematical Methods of Operations Research : Volume 75
Mathematical Methods of Operations Research : Volume 74
Mathematical Methods of Operations Research : Volume 73
Mathematical Methods of Operations Research : Volume 72
Mathematical Methods of Operations Research : Volume 71
Mathematical Methods of Operations Research : Volume 70
Mathematical Methods of Operations Research : Volume 69
Mathematical Methods of Operations Research : Volume 69, Issue 3, July 2009
Mathematical Methods of Operations Research : Volume 69, Issue 2, May 2009
Mathematical Methods of Operations Research : Volume 69, Issue 1, March 2009
Replication and shortfall risk in a binomial model with transaction costs
Optimal payout policy in presence of downside risk
Pure equilibria in a simple dynamic model of strategic market game
GI/G/1/∞ batch arrival queueing system with a single exponential vacation
Cooperation under interval uncertainty
Properties of saddle points for generalized augmented Lagrangian
Levitin–Polyak well-posedness of vector equilibrium problems
A hybrid extragradient method for general variational inequalities
Set-valued duality theory for multiple objective linear programs and application to mathematical finance
Cost allocation protocols for supply contract design in network situations
Mathematical Methods of Operations Research : Volume 68
Mathematical Methods of Operations Research : Volume 67
Mathematical Methods of Operations Research : Volume 66
Mathematical Methods of Operations Research : Volume 65
Mathematical Methods of Operations Research : Volume 64
Mathematical Methods of Operations Research : Volume 63
Mathematical Methods of Operations Research : Volume 62
Mathematical Methods of Operations Research : Volume 61
Mathematical Methods of Operations Research : Volume 60
Mathematical Methods of Operations Research : Volume 59
Mathematical Methods of Operations Research : Volume 58
Mathematical Methods of Operations Research : Volume 57
Mathematical Methods of Operations Research : Volume 56
Mathematical Methods of Operations Research : Volume 55
Mathematical Methods of Operations Research : Volume 54
Mathematical Methods of Operations Research : Volume 53
Mathematical Methods of Operations Research : Volume 52
Mathematical Methods of Operations Research : Volume 51
Mathematical Methods of Operations Research : Volume 50
Mathematical Methods of Operations Research : Volume 49
Mathematical Methods of Operations Research : Volume 48
Mathematical Methods of Operations Research : Volume 47
Mathematical Methods of Operations Research : Volume 46
Mathematical Methods of Operations Research : Volume 45

Similar Documents

...
Optimizing venture capital investments in a jump diffusion model

Article

...
Optimal dividend strategies in a dual model with capital injections

Article

...
Risk sensitive impulse control of non-Markovian processes

Article

...
On solvability of a two-sided singular control problem

Article

...
Stochastic differential portfolio games for an insurer in a jump-diffusion risk process

Article

...
A unified treatment of dividend payment problems under fixed cost and implementation delays

Article

...
A continuous-time search model with job switch and jumps

Article

...
A unified approach to portfolio optimization with linear transaction costs

Article

...
Optimal decision under ambiguity for diffusion processes

Article

Optimal payout policy in presence of downside risk

Content Provider Springer Nature Link
Author Alvarez, Luis H. R. Rakkolainen, Teppo A.
Copyright Year 2008
Abstract We analyze the determination of a value maximizing dividend payout policy for a broad class of cash reserve processes modeled as spectrally negative jump diffusions. We extend previous results based on continuous diffusion models and characterize the value of the optimal dividend distribution strategy explicitly. We also characterize explicitly the values as well as the optimal dividend thresholds for a class of associated optimal liquidation and sequential lump sum dividend control problems. Our results indicate that both the value as well as the marginal value of the optimal policies are increasing functions of policy flexibility in the discontinuous setting as well.
Starting Page 27
Ending Page 58
Page Count 32
File Format PDF
ISSN 14322994
Journal Mathematical Methods of Operations Research
Volume Number 69
Issue Number 1
e-ISSN 14325217
Language English
Publisher Springer-Verlag
Publisher Date 2008-06-24
Publisher Place Berlin, Heidelberg
Access Restriction One Nation One Subscription (ONOS)
Subject Keyword Dividend optimization Downside risk Impulse control Jump diffusion Optimal stopping Singular stochastic control Calculus of Variations and Optimal Control; Optimization Business/Management Science Operations Research/Decision Theory
Content Type Text
Resource Type Article
Subject Management Science and Operations Research Mathematics Software
  • About
  • Disclaimer
  • Feedback
  • Sponsor
  • Contact
  • Chat with Us
About National Digital Library of India (NDLI)
NDLI logo

National Digital Library of India (NDLI) is a virtual repository of learning resources which is not just a repository with search/browse facilities but provides a host of services for the learner community. It is sponsored and mentored by Ministry of Education, Government of India, through its National Mission on Education through Information and Communication Technology (NMEICT). Filtered and federated searching is employed to facilitate focused searching so that learners can find the right resource with least effort and in minimum time. NDLI provides user group-specific services such as Examination Preparatory for School and College students and job aspirants. Services for Researchers and general learners are also provided. NDLI is designed to hold content of any language and provides interface support for 10 most widely used Indian languages. It is built to provide support for all academic levels including researchers and life-long learners, all disciplines, all popular forms of access devices and differently-abled learners. It is designed to enable people to learn and prepare from best practices from all over the world and to facilitate researchers to perform inter-linked exploration from multiple sources. It is developed, operated and maintained from Indian Institute of Technology Kharagpur.

Learn more about this project from here.

Disclaimer

NDLI is a conglomeration of freely available or institutionally contributed or donated or publisher managed contents. Almost all these contents are hosted and accessed from respective sources. The responsibility for authenticity, relevance, completeness, accuracy, reliability and suitability of these contents rests with the respective organization and NDLI has no responsibility or liability for these. Every effort is made to keep the NDLI portal up and running smoothly unless there are some unavoidable technical issues.

Feedback

Sponsor

Ministry of Education, through its National Mission on Education through Information and Communication Technology (NMEICT), has sponsored and funded the National Digital Library of India (NDLI) project.

Contact National Digital Library of India
Central Library (ISO-9001:2015 Certified)
Indian Institute of Technology Kharagpur
Kharagpur, West Bengal, India | PIN - 721302
See location in the Map
03222 282435
Mail: support@ndl.gov.in
Sl. Authority Responsibilities Communication Details
1 Ministry of Education (GoI),
Department of Higher Education
Sanctioning Authority https://www.education.gov.in/ict-initiatives
2 Indian Institute of Technology Kharagpur Host Institute of the Project: The host institute of the project is responsible for providing infrastructure support and hosting the project https://www.iitkgp.ac.in
3 National Digital Library of India Office, Indian Institute of Technology Kharagpur The administrative and infrastructural headquarters of the project Dr. B. Sutradhar  bsutra@ndl.gov.in
4 Project PI / Joint PI Principal Investigator and Joint Principal Investigators of the project Dr. B. Sutradhar  bsutra@ndl.gov.in
Prof. Saswat Chakrabarti  will be added soon
5 Website/Portal (Helpdesk) Queries regarding NDLI and its services support@ndl.gov.in
6 Contents and Copyright Issues Queries related to content curation and copyright issues content@ndl.gov.in
7 National Digital Library of India Club (NDLI Club) Queries related to NDLI Club formation, support, user awareness program, seminar/symposium, collaboration, social media, promotion, and outreach clubsupport@ndl.gov.in
8 Digital Preservation Centre (DPC) Assistance with digitizing and archiving copyright-free printed books dpc@ndl.gov.in
9 IDR Setup or Support Queries related to establishment and support of Institutional Digital Repository (IDR) and IDR workshops idr@ndl.gov.in
I will try my best to help you...
Cite this Content
Loading...