Research Article
Classical and Impulse Stochastic Control on the Optimization of Dividends with Residual Capital at Bankruptcy
Table 1
Parameter estimations under
,
,
, and
.
| Conditions | | | | | | | |
| | 0 | 0.15 | 1.5748 | 15.9820 | 12.4675 | 49.9571 | | | 0 | 4 | 0.8671 | 5.7239 | 12.4675 | 91.9615 | | | 0 | 8 | 0.5196 | 2.3827 | 12.4675 | 127.4305 | |
| | 2 | 0.15 | 1.7489 | 18.4531 | 11.0865 | 40.0506 | | | 2 | 4 | 0.8648 | 0 | 4.9491 | 84.6289 | | | 2 | 8 | 0.5163 | 0 | 0 | 115.3948 | |
| | 4 | 0.15 | 1.7490 | 12.5186 | 5.1482 | 34.1052 | | | 4 | 1.05 | 1.3962 | 0.1815 | 0 | 46.2875 | | | 4 | 4 | 1.0055 | 0 | 0 | 69.2676 | |
| | 6 | 0.15 | 1.9325 | 0.4645 | 0 | 22.0481 | | | 6 | 1.05 | 1.7409 | 0 | 0 | 31.7341 | | | 6 | 4 | 1.2550 | 0 | 0 | 54.2053 | |
| | 8 | 0.15 | 2.3953 | 0 | 0 | 11.0653 | | | 8 | 1.05 | 2.1493 | 0 | 0 | 21.6008 | | | 8 | 4 | 1.5614 | 0 | 0 | 40.7502 | |
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