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Article: Numerical methods for optimal dividend payment and investment strategies of regime-switching jump diffusion models with capital injections

TitleNumerical methods for optimal dividend payment and investment strategies of regime-switching jump diffusion models with capital injections
Authors
Jin, ZYang, HYin, GG
KeywordsCapital injection
Dividend policy
Free boundary
Investment strategy
Markov chain approximation
Singular control
Stochastic control
Issue Date2013
PublisherPergamon. The Journal's web site is located at http://www.elsevier.com/locate/automatica
Citation
Automatica, 2013, v. 49 n. 8, p. 2317-2329 How to Cite?
DOI: http://dx.doi.org/10.1016/j.automatica.2013.04.043
Persistent Identifierhttp://hdl.handle.net/10722/198097
ISSN
0005-1098
2023 Impact Factor: 4.8
2023 SCImago Journal Rankings: 3.502
ISI Accession Number ID
WOS:000322562300002

 

DC FieldValueLanguage
dc.contributor.authorJin, Zen_US
dc.contributor.authorYang, Hen_US
dc.contributor.authorYin, GGen_US
dc.date.accessioned2014-06-25T02:47:07Z-
dc.date.available2014-06-25T02:47:07Z-
dc.date.issued2013en_US
dc.identifier.citationAutomatica, 2013, v. 49 n. 8, p. 2317-2329en_US
dc.identifier.issn0005-1098en_US
dc.identifier.urihttp://hdl.handle.net/10722/198097-
dc.languageengen_US
dc.publisherPergamon. The Journal's web site is located at http://www.elsevier.com/locate/automaticaen_US
dc.relation.ispartofAutomaticaen_US
dc.rightsNOTICE: this is the author’s version of a work that was accepted for publication in Automatica. Changes resulting from the publishing process, such as peer review, editing, corrections, structural formatting, and other quality control mechanisms may not be reflected in this document. Changes may have been made to this work since it was submitted for publication. A definitive version was subsequently published in Automatica, 2013, v. 49 n. 8, p. 2317-2329. DOI: 10.1016/j.automatica.2013.04.043en_US
dc.rightsThis work is licensed under a Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 International License.-
dc.subjectCapital injection-
dc.subjectDividend policy-
dc.subjectFree boundary-
dc.subjectInvestment strategy-
dc.subjectMarkov chain approximation-
dc.subjectSingular control-
dc.subjectStochastic control-
dc.titleNumerical methods for optimal dividend payment and investment strategies of regime-switching jump diffusion models with capital injectionsen_US
dc.typeArticleen_US
dc.identifier.emailYang, H: hlyang@hkusua.hku.hken_US
dc.identifier.authorityYang, H=rp00826en_US
dc.description.naturepostprint-
dc.identifier.doi10.1016/j.automatica.2013.04.043en_US
dc.identifier.scopuseid_2-s2.0-84882448817-
dc.identifier.hkuros229398en_US
dc.identifier.volume49en_US
dc.identifier.spage2317en_US
dc.identifier.epage2329en_US
dc.identifier.isiWOS:000322562300002-
dc.publisher.placeUnited Kingdomen_US
dc.identifier.issnl0005-1098-

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