Optimal dividend strategies in a dual model with capital injections (Q5962151): Difference between revisions

From MaRDI portal
Importer (talk | contribs)
Created a new Item
 
ReferenceBot (talk | contribs)
Changed an Item
 
(3 intermediate revisions by 3 users not shown)
Property / MaRDI profile type
 
Property / MaRDI profile type: MaRDI publication profile / rank
 
Normal rank
Property / full work available at URL
 
Property / full work available at URL: https://doi.org/10.1007/s00186-010-0312-7 / rank
 
Normal rank
Property / OpenAlex ID
 
Property / OpenAlex ID: W1994066240 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Optimal dividends in the dual model / rank
 
Normal rank
Property / cites work
 
Property / cites work: Optimizing venture capital investments in a jump diffusion model / rank
 
Normal rank
Property / cites work
 
Property / cites work: Reflexion discontinue et systèmes stochastiques / rank
 
Normal rank
Property / cites work
 
Property / cites work: Controlled Markov processes and viscosity solutions / rank
 
Normal rank
Property / cites work
 
Property / cites work: Optimal dividends with incomplete information in the dual model / rank
 
Normal rank
Property / cites work
 
Property / cites work: Optimal financing and dividend control of the insurance company with proportional reinsurance policy / rank
 
Normal rank
Property / cites work
 
Property / cites work: Optimal dividend strategies in a Cramér-Lundberg model with capital injections / rank
 
Normal rank
Property / cites work
 
Property / cites work: The dividend function in the jump-diffusion dual model with barrier dividend strategy / rank
 
Normal rank
Property / cites work
 
Property / cites work: Optimal dividend and issuance of equity policies in the presence of proportional costs / rank
 
Normal rank
Property / cites work
 
Property / cites work: On a dual model with a dividend threshold / rank
 
Normal rank
Property / cites work
 
Property / cites work: Applied stochastic control of jump diffusions / rank
 
Normal rank
Property / cites work
 
Property / cites work: Optimal Financing of a Corporation Subject To Random Returns / rank
 
Normal rank
links / mardi / namelinks / mardi / name
 

Latest revision as of 06:27, 3 July 2024

scientific article; zbMATH DE number 5789562
Language Label Description Also known as
English
Optimal dividend strategies in a dual model with capital injections
scientific article; zbMATH DE number 5789562

    Statements

    Optimal dividend strategies in a dual model with capital injections (English)
    0 references
    0 references
    0 references
    0 references
    21 September 2010
    0 references
    optimal dividend
    0 references
    singular stochastic control
    0 references
    jump diffusion processes
    0 references
    Hamilton-Jacob-Bellman equation
    0 references
    capital injections
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references