De Finetti's Control for Refracted Skew Brownian Motion

Fuente: arXiv
Saved in:
Bibliographic Details
Main Authors: Gao, Zhongqin, Lv, Yan, Zhou, Xiaowen
Format: Preprint
Published: 2024
Subjects:
Online Access:
Tags: Add Tag
No Tags, Be the first to tag this record!
_version_ 1866910002608865280
author Gao, Zhongqin
Lv, Yan
Zhou, Xiaowen
author_facet Gao, Zhongqin
Lv, Yan
Zhou, Xiaowen
contents In this paper we propose a refracted skew Brownian motion as a risk model with endogenous regime switching, which generalizes the refracted diffusion risk process introduced by Gerber and Shiu. We consider an optimal dividend problem for the refracted skew Brownian risk model and identify sufficient conditions, respectively, for barrier strategy, band strategy and their variants to be optimal.
format Preprint
id arxiv_https___arxiv_org_abs_2402_11471
institution arXiv
publishDate 2024
record_format arxiv
spellingShingle De Finetti's Control for Refracted Skew Brownian Motion
Gao, Zhongqin
Lv, Yan
Zhou, Xiaowen
Probability
Optimization and Control
60G40, 60J80, 93E20
In this paper we propose a refracted skew Brownian motion as a risk model with endogenous regime switching, which generalizes the refracted diffusion risk process introduced by Gerber and Shiu. We consider an optimal dividend problem for the refracted skew Brownian risk model and identify sufficient conditions, respectively, for barrier strategy, band strategy and their variants to be optimal.
title De Finetti's Control for Refracted Skew Brownian Motion
topic Probability
Optimization and Control
60G40, 60J80, 93E20
url https://arxiv.org/abs/2402.11471