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

From MaRDI portal
Set OpenAlex properties.
ReferenceBot (talk | contribs)
Changed an Item
Property / cites work
 
Property / cites work: Controlled diffusion models for optimal dividend pay-out / rank
 
Normal rank
Property / cites work
 
Property / cites work: On the Continuity of Stochastic Exit Time Control Problems / rank
 
Normal rank
Property / cites work
 
Property / cites work: Convergent Numerical Scheme for Singular Stochastic Control with State Constraints in a Portfolio Selection Problem / rank
 
Normal rank
Property / cites work
 
Property / cites work: Some Optimal Dividends Problems / 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 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Optimal financing and dividend control of the insurance company with fixed and proportional transaction costs / 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: Q2703816 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Numerical Methods for Stochastic Singular Control Problems / rank
 
Normal rank
Property / cites work
 
Property / cites work: Numerical solutions of optimal risk control and dividend optimization policies under a generalized singular control formulation / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5434181 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Optimal dividend strategies in a Cramér-Lundberg model with capital injections and administration costs / rank
 
Normal rank
Property / cites work
 
Property / cites work: Optimal Financing of a Corporation Subject To Random Returns / rank
 
Normal rank
Property / cites work
 
Property / cites work: On Optimal Harvesting Problems in Random Environments / rank
 
Normal rank
Property / cites work
 
Property / cites work: Optimal Dividend Strategies for a Compound Poisson Process Under Transaction Costs and Power Utility / rank
 
Normal rank
Property / cites work
 
Property / cites work: Optimal financing and dividend strategies in a dual model with proportional costs / rank
 
Normal rank
Property / cites work
 
Property / cites work: Optimal dividend and capital injection problem in the dual model with proportional and fixed transaction costs / rank
 
Normal rank

Revision as of 16:54, 13 July 2024

scientific article
Language Label Description Also known as
English
A numerical approach to optimal dividend policies with capital injections and transaction costs
scientific article

    Statements

    A numerical approach to optimal dividend policies with capital injections and transaction costs (English)
    0 references
    0 references
    0 references
    0 references
    21 April 2017
    0 references
    control
    0 references
    singular control
    0 references
    dividend policy
    0 references
    capital injection
    0 references
    free boundary
    0 references
    Markov chain approximation
    0 references

    Identifiers

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