Optimal dividend and capital injection problem with random delay

MaRDI QIDQ5868321zbMATH OpenFDO

Authors Hao Wang, Xiaoqiang Cheng, Xiaojie Gong

Publication date 20 September 2022

Full work available at URL http://aps.ecnu.edu.cn/EN/abstract/abstract9484.shtml

zbMATH Keywords

dynamic programming principleoptimal capital injection strategiesoptimal dividend strategiesquasi variational inequalityverification theorem

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Management decision making, including multiple objectives (90B50)

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