Optimal dividend and capital injection strategy with fixed costs and restricted dividend rate for a dual model

DOI10.3934/jimo.2014.10.1235zbMath1281.93108OpenAlexW2133365950MaRDI QIDQ2438431

Lin Xu, Ding Jun Yao, Rong-Ming Wang

Publication date: 11 March 2014

Published in: Journal of Industrial and Management Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3934/jimo.2014.10.1235

zbMATH Keywords

optimal strategydividend paymentcapital injectionfixed costdual jump-diffusion modelrestricted dividend rate

Mathematics Subject Classification ID

Optimal stochastic control (93E20) Financial applications of other theories (91G80) Corporate finance (dividends, real options, etc.) (91G50)

Related Items (3)

Optimal dividends and capital injections for a spectrally positive Lévy process ⋮ Optimal financing and dividend policy with Markovian switching regimes ⋮ Optimal dividend problems for a jump-diffusion model with capital injections and proportional transaction costs

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