2 citations · 2 across the 3 of their papers we have counts for
4 papers
Balancing Shareholder Value and Financial Stability under a Reduced-Form Liquidation Model
Benjamin Avanzi, Bernard Wong, Jinxia Zhu
Modern resolution and prudential regimes increasingly wind up a distressed firm not at a single hard threshold but through a graduated, state-dependent process. We study how the de…
Value Maximization under Stochastic Quasi-Hyperbolic Discounting
Kaixin Yan, Wenyuan Wang, Jinxia Zhu
We investigate a value-maximizing problem incorporating a human behavior pattern: present-biased-ness, for a firm which navigates strategic decisions encompassing earning retention…
Optimal financing and dividend distribution in a general diffusion model with regime switching
Jinxia Zhu, Hailiang Yang
We study the optimal financing and dividend distribution problem with restricted dividend rates in a diffusion type surplus model where the drift and volatility coefficients are ge…
Optimal dividend control for a generalized risk model with investment incomes and debit interest
Jinxia Zhu
This paper investigates dividend optimization of an insurance corporation under a more realistic model which takes into consideration refinancing or capital injections. The model f…