This paper studies the dividend problem when the asset of the company is driven by a diffusion process and the dividend barrier follows a Markov process. The explicit expressions for dividends is derived and a numerical example is given.
Qingbin Meng; Menghai Wang; Aimin Zhou On the Dividends of the Risk Model with Markovian Barrier (2009年04月20日) http://www.cfrn.com.cn/index.php/lw/12480.html
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