Optimal dividend-equity issuance strategy in a dual model with fixed and proportional transaction costs
DOI10.1007/S10255-015-0474-4zbMATH Open1317.90314OpenAlexW1462545803MaRDI QIDQ2355355FDOQ2355355
Authors: Shumin Chen, Zhongfei Li 
Publication date: 22 July 2015
Published in: Acta Mathematicae Applicatae Sinica. English Series (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10255-015-0474-4
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Cited In (7)
- Optimal dividend-financing strategies in a dual risk model with time-inconsistent preferences
- Optimal dividend and issuance of equity policies in the presence of proportional costs
- Optimal asset control of a geometric Brownian motion with the transaction costs and bankruptcy permission
- Optimal dividend strategies with time-inconsistent preferences and transaction costs in the Cramér-Lundberg model
- Optimal impulse dividend and capital injection model with proportional and fixed transaction costs
- Optimal dividend and equity issuance problem with proportional and fixed transaction costs
- Optimal dividend and equity issuance in the perturbed dual model under a penalty for ruin
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