OPTIMAL FINANCING AND DIVIDEND DISTRIBUTION WITH TRANSACTION COSTS IN THE CASE OF RESTRICTED DIVIDEND RATES

DOI10.1017/ASB.2016.29zbMath1390.91221OpenAlexW2562852868MaRDI QIDQ4563793

Jinxia Zhu

Publication date: 4 June 2018

Published in: ASTIN Bulletin (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1017/asb.2016.29

zbMATH Keywords

transaction costdividendfinancingrestricted dividend ratelump sum strategy

Mathematics Subject Classification ID

Optimal stochastic control (93E20) Applications of stochastic analysis (to PDEs, etc.) (60H30)

Related Items (4)

Dividend and capital injection optimization with transaction cost for Lévy risk processes ⋮ Optimal dividends and reinsurance with capital injection under thinning dependence ⋮ Robust Dividend, Financing, and Reinsurance Strategies Under Model Uncertainty with Proportional Transaction Costs ⋮ Optimal reinsurance and dividends with transaction costs and taxes under thinning structure

Cites Work

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• Optimal financing and dividend distribution in a general diffusion model with regime switching
• Resultados de optimalidad para problemas de dividendos en seguros;Optimality results for dividend problems in insurance

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