A numerical approach to optimal dividend policies with capital injections and transaction costs (Q523786): Difference between revisions

@@ Property / DOI @@
-.1007/s10255-017-0653-6
@@ Property / DOI: 10.1007/s10255-017-0653-6 / rank @@
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-G. George Yin
@@ Property / author: G. George Yin / rank @@
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@@ Property / author @@
+G. George Yin
@@ Property / author: G. George Yin / rank @@
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+G60
@@ Property / Mathematics Subject Classification ID: 91G60 / rank @@
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@@ Property / Mathematics Subject Classification ID @@
+C30
@@ Property / Mathematics Subject Classification ID: 65C30 / rank @@
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+H35
@@ Property / Mathematics Subject Classification ID: 60H35 / rank @@
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@@ Property / Mathematics Subject Classification ID @@
+C05
@@ Property / Mathematics Subject Classification ID: 65C05 / rank @@
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@@ Property / Mathematics Subject Classification ID @@
+B30
@@ Property / Mathematics Subject Classification ID: 91B30 / rank @@
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@@ Property / Mathematics Subject Classification ID @@
+E20
@@ Property / Mathematics Subject Classification ID: 93E20 / rank @@
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+6707218
@@ Property / zbMATH DE Number: 6707218 / rank @@
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@@ Property / zbMATH Keywords @@
+control
@@ Property / zbMATH Keywords: control / rank @@
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@@ Property / zbMATH Keywords @@
+singular control
@@ Property / zbMATH Keywords: singular control / rank @@
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@@ Property / zbMATH Keywords @@
+dividend policy
@@ Property / zbMATH Keywords: dividend policy / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+capital injection
@@ Property / zbMATH Keywords: capital injection / rank @@
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@@ Property / zbMATH Keywords @@
+free boundary
@@ Property / zbMATH Keywords: free boundary / rank @@
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@@ Property / zbMATH Keywords @@
+Markov chain approximation
@@ Property / zbMATH Keywords: Markov chain approximation / rank @@
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+W2615650656
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@@ Property / cites work @@
+Controlled diffusion models for optimal dividend pay-out
+Normal rank
@@ Property / cites work @@
+On the Continuity of Stochastic Exit Time Control Problems
+Normal rank
@@ Property / cites work @@
+Convergent Numerical Scheme for Singular Stochastic Control with State Constraints in a Portfolio Selection Problem
+Normal rank
@@ Property / cites work @@
+Some Optimal Dividends Problems
@@ Property / cites work: Some Optimal Dividends Problems / rank @@
+Normal rank
@@ Property / cites work @@
+Controlled Markov processes and viscosity solutions
+Normal rank
@@ Property / cites work @@
+Optimal Dividends
@@ Property / cites work: Optimal Dividends / rank @@
+Normal rank
@@ Property / cites work @@
+Optimal financing and dividend control of the insurance company with fixed and proportional transaction costs
+Normal rank
@@ Property / cites work @@
+Optimal dividend strategies in a Cramér-Lundberg model with capital injections
+Normal rank
@@ Property / cites work @@
+Q2703816
@@ Property / cites work: Q2703816 / rank @@
+Normal rank
@@ Property / cites work @@
+Numerical Methods for Stochastic Singular Control Problems
+Normal rank
@@ Property / cites work @@
+Numerical solutions of optimal risk control and dividend optimization policies under a generalized singular control formulation
+Normal rank
@@ Property / cites work @@
+Q5434181
@@ Property / cites work: Q5434181 / rank @@
+Normal rank
@@ Property / cites work @@
+Optimal dividend strategies in a Cramér-Lundberg model with capital injections and administration costs
+Normal rank
@@ Property / cites work @@
+Optimal Financing of a Corporation Subject To Random Returns
+Normal rank
@@ Property / cites work @@
+On Optimal Harvesting Problems in Random Environments
+Normal rank
@@ Property / cites work @@
+Optimal Dividend Strategies for a Compound Poisson Process Under Transaction Costs and Power Utility
+Normal rank
@@ Property / cites work @@
+Optimal financing and dividend strategies in a dual model with proportional costs
+Normal rank
@@ Property / cites work @@
+Optimal dividend and capital injection problem in the dual model with proportional and fixed transaction costs
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@@ Property / DOI @@
+.1007/S10255-017-0653-6
@@ Property / DOI: 10.1007/S10255-017-0653-6 / rank @@
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@@ links / mardi / name / links / mardi / name @@
+Publication:523786