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20202025
most citedOn the bailout dividend problem with periodic dividend payments for spectrally negative Markov additive processes

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math.OC2024

On the Bailout Dividend Problem with Periodic Dividend Payments and Fixed Transaction Costs

Harold A. Moreno-Franco, Jose-Luis Pérez

We study the optimal bailout dividend problem with transaction costs for an insurance company, where shareholder payouts align with the arrival times of an independent Poisson proc…