The factors affecting dividend policy: empirical study from pharmaceutical's companies in Pakistan (PSX)
The existing study intends to measure those factors that affect dividend policy by considering
pharmasuitacal's companies registered on PSX from 2013 to 2017. Population based on all …
pharmasuitacal's companies registered on PSX from 2013 to 2017. Population based on all …
Harvesting of interacting stochastic populations
We analyze the optimal harvesting problem for an ecosystem of species that experience
environmental stochasticity. Our work generalizes the current literature significantly by taking …
environmental stochasticity. Our work generalizes the current literature significantly by taking …
A hybrid deep learning method for optimal insurance strategies: Algorithms and convergence analysis
This paper develops a hybrid deep learning approach to find optimal reinsurance,
investment, and dividend strategies for an insurance company in a complex stochastic …
investment, and dividend strategies for an insurance company in a complex stochastic …
Optimal insurance strategies: A hybrid deep learning Markov chain approximation approach
This paper studies deep learning approaches to find optimal reinsurance and dividend
strategies for insurance companies. Due to the randomness of the financial ruin time to …
strategies for insurance companies. Due to the randomness of the financial ruin time to …
Harvesting and seeding of stochastic populations: analysis and numerical approximation
A Hening, KQ Tran - Journal of Mathematical Biology, 2020 - Springer
We study an ecosystem of interacting species that are influenced by random environmental
fluctuations. At any point in time, we can either harvest or seed (repopulate) species …
fluctuations. At any point in time, we can either harvest or seed (repopulate) species …
A survey of numerical solutions for stochastic control problems: Some recent progress
This paper presents a survey on some of the recent progress on numerical solutions for
controlled switching diffusions. We begin by recalling the basics of switching diffusions and …
controlled switching diffusions. We begin by recalling the basics of switching diffusions and …
Optimal debt ratio and dividend payment strategies with reinsurance
This paper derives the optimal debt ratio and dividend payment strategies for an insurance
company. Taking into account the impact of reinsurance policies and claims from the credit …
company. Taking into account the impact of reinsurance policies and claims from the credit …
Numerical methods for optimal harvesting strategies in random environments under partial observations
K Tran, G Yin - Automatica, 2016 - Elsevier
This work is concerned with optimal harvesting problems in random environments. In
contrast to the existing literature, the Markov chain is hidden and can only be observed in a …
contrast to the existing literature, the Markov chain is hidden and can only be observed in a …
Dynamic trading with Markov liquidity switching
In this paper, we solve a continuous-time portfolio choice problem of an investor under a
Markov jump linear system that effectively captures stochasticity in asset returns, price …
Markov jump linear system that effectively captures stochasticity in asset returns, price …
Convergence rate of the high-order finite difference method for option pricing in a Markov regime-switching jump-diffusion model
J Liu, J Yan - Fractal and Fractional, 2022 - mdpi.com
The high-order finite difference method for option pricing is one of the most popular
numerical algorithms. Therefore, it is of great significance to study its convergence rate …
numerical algorithms. Therefore, it is of great significance to study its convergence rate …