Optimal Dividend Strategies for a Compound Poisson Process Under Transaction Costs and Power Utility (Q4906410): Difference between revisions

Latest revision as of 05:17, 6 July 2024

scientific article; zbMATH DE number 6135653

Language	Label	Description	Also known as
English	Optimal Dividend Strategies for a Compound Poisson Process Under Transaction Costs and Power Utility	scientific article; zbMATH DE number 6135653

Statements

instance of

scholarly article

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title

Optimal Dividend Strategies for a Compound Poisson Process Under Transaction Costs and Power Utility (English)

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11 February 2013

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full work available at URL

https://serval.unil.ch/notice/serval:BIB_C06D11F424D9

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zbMATH Keywords

classical risk model

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dividends

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stochastic control

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transaction costs

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MaRDI profile type

MaRDI publication profile

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cites work

OPTIMAL REINSURANCE AND DIVIDEND DISTRIBUTION POLICIES IN THE CRAMER-LUNDBERG MODEL

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Optimality of an $(s,S)$ Policy with Compound Poisson and Diffusion Demands: A Quasi-Variational Inequalities Approach

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Optimality of an $(s, S)$ Policy with Compound Poisson and Diffusion Demands: A Quasi-variational Inequalities Approach

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OPTIMAL DIVIDEND POLICY WITH MEAN-REVERTING CASH RESERVOIR

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A policy iteration algorithm for fixed point problems with nonexpansive operators

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Q3136505

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Optimality conditions for impulsive control of piecewise-deterministic processes

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Optimal financing and dividend control of the insurance company with fixed and proportional transaction costs

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Optimal portfolio policies under fixed and proportional transaction costs

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Portfolio optimisation with strictly positive transaction costs and impulse control

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Some applications of impulse control in mathematical finance

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Optimal dividend strategies in a Cramér-Lundberg model with capital injections

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Viscosity solutions associated with impulse control problems for piecewise-deterministic processes

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An optimal dividends problem with transaction costs for spectrally negative Lévy processes

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Optimal dividend payments until ruin of diffusion processes when payments are subject to both fixed and proportional costs

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Optimal Dividend Payments and Reinvestments of Diffusion Processes with Both Fixed and Proportional Costs

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Q4230625

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Q5434181

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Q4135799

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Optimal Dividend Payouts Under Jump-Diffusion Risk Processes

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Identifiers

zbMATH Open document ID

1262.91096

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DOI

10.1080/15326349.2011.542734

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Mathematics Subject Classification ID

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Sitelinks

Mathematics(1 entry)

mardi Publication:4906410

@@ Property / cites work @@
+OPTIMAL REINSURANCE AND DIVIDEND DISTRIBUTION POLICIES IN THE CRAMER-LUNDBERG MODEL
+Normal rank
@@ Property / cites work @@
+Optimality of an $(s,S)$ Policy with Compound Poisson and Diffusion Demands: A Quasi-Variational Inequalities Approach
+Normal rank
@@ Property / cites work @@
+Optimality of an $(s, S)$ Policy with Compound Poisson and Diffusion Demands: A Quasi-variational Inequalities Approach
+Normal rank
@@ Property / cites work @@
+OPTIMAL DIVIDEND POLICY WITH MEAN-REVERTING CASH RESERVOIR
+Normal rank
@@ Property / cites work @@
+A policy iteration algorithm for fixed point problems with nonexpansive operators
+Normal rank
@@ Property / cites work @@
+Q3136505
@@ Property / cites work: Q3136505 / rank @@
+Normal rank
@@ Property / cites work @@
+Optimality conditions for impulsive control of piecewise-deterministic processes
+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 portfolio policies under fixed and proportional transaction costs
+Normal rank
@@ Property / cites work @@
+Portfolio optimisation with strictly positive transaction costs and impulse control
+Normal rank
@@ Property / cites work @@
+Some applications of impulse control in mathematical finance
+Normal rank
@@ Property / cites work @@
+Optimal dividend strategies in a Cramér-Lundberg model with capital injections
+Normal rank
@@ Property / cites work @@
+Viscosity solutions associated with impulse control problems for piecewise-deterministic processes
+Normal rank
@@ Property / cites work @@
+An optimal dividends problem with transaction costs for spectrally negative Lévy processes
+Normal rank
@@ Property / cites work @@
+Optimal dividend payments until ruin of diffusion processes when payments are subject to both fixed and proportional costs
+Normal rank
@@ Property / cites work @@
+Optimal Dividend Payments and Reinvestments of Diffusion Processes with Both Fixed and Proportional Costs
+Normal rank
@@ Property / cites work @@
+Q4230625
@@ Property / cites work: Q4230625 / rank @@
+Normal rank
@@ Property / cites work @@
+Q5434181
@@ Property / cites work: Q5434181 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4135799
@@ Property / cites work: Q4135799 / rank @@
+Normal rank
@@ Property / cites work @@
+Optimal Dividend Payouts Under Jump-Diffusion Risk Processes
+Normal rank