2 problems

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Regime-modulated double-barrier conjecture for spectrally positive Markov additive processes
Let the uncontrolled surplus process be a spectrally positive Markov additive process, and consider De Finetti's dividend and capital injection problem with dividends observed at P…
Conjectureopendividend-control markov-additive-processes spectrally-positive-processesarXiv posted 2 days ago
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Barrier conjecture for optimal singular dividend control
Let $X$ be the surplus process, let $D$ be a dividend process, and let $R$ be a capital injection process in the optimization problem referenced as … Rt=-inf{sleq t}(Xs-Ds)wedge 0.…
Conjectureopenmarkov-additive-processes optimal-dividend singular-controlarXiv posted 2 days ago

Regime-modulated double-barrier conjecture for spectrally positive Markov additive processes