Optimal dividend and equity issuance problem with proportional and fixed transaction costs
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Cites work
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- Controlled diffusion models for optimal dividend pay-out
- Controlled Markov processes and viscosity solutions
- Controlling risk exposure and dividends payout schemes: Insurance company example
- Dependence of the optimal risk control decisions on the terminal value for a financial corporation
- Empirical bounds for ruin probabilities
- Excess-of-loss reinsurance for a company with debt liability and constraints on risk reduction
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- scientific article; zbMATH DE number 2006037 (Why is no real title available?)
- On optimal control of capital injections by reinsurance and investments
- On the optimal dividend problem for a spectrally negative Lévy process
- Optimal control of a Brownian storage system
- Optimal dividend and capital injection problem in the dual model with proportional and fixed transaction costs
- Optimal dividend and issuance of equity policies in the presence of proportional costs
- Optimal dividend strategies in a Cramér-Lundberg model with capital injections
- Optimal dividend strategies in a Cramér-Lundberg model with capital injections and administration costs
- Optimal dividend strategies in a dual model with capital injections
- Optimal dividends and capital injections in the dual model with diffusion
- Optimal excess-of-loss reinsurance and dividend payments with both transaction costs and taxes
- Optimal financing and dividend control of the insurance company with fixed and proportional transaction costs
- Optimal mixed impulse-equity insurance control problem with reinsurance
- Optimal risk and dividend control for a company with a debt liability
- Optimal risk control and dividend distribution policies. Example of excess-of loss reinsurance for an insurance corporation
- Optimization of the flow of dividends
Cited in
(39)- Optimal financing and dividend control of the insurance company with fixed and proportional transaction costs
- Optimal dividend and capital injection strategy with excess-of-loss reinsurance and transaction costs
- Optimal risk control and dividend strategies in the presence of two reinsurers: variance premium principle
- Optimal reinsurance-investment and dividends problem with fixed transaction costs
- General drawdown based dividend control with fixed transaction costs for spectrally negative Lévy risk processes
- Optimal dividend and proportional reinsurance strategy under standard deviation premium principle
- Dividend and capital injection optimization with transaction cost for Lévy risk processes
- Optimal dividends and capital injection under dividend restrictions
- Optimal dividend-equity issuance strategy in a dual model with fixed and proportional transaction costs
- Optimal dividends and capital injections for a spectrally positive Lévy process
- Optimal periodic dividend and capital injection problem for spectrally positive Lévy processes
- Optimal dividend and capital injection strategy with fixed costs and restricted dividend rate for a dual model
- Optimal dividend problem with a nonlinear regular-singular stochastic control
- Optimal risk and liquidity management with costly refinancing opportunities
- Optimal asset control of a geometric Brownian motion with the transaction costs and bankruptcy permission
- Optimal dividend and equity issuance in the perturbed dual model under a penalty for ruin
- Optimal financing and dividend policy with Markovian switching regimes
- Optimal impulse control for dividend and capital injection with proportional reinsurance and exponential premium principle
- Optimal mixed impulse-equity insurance control problem with reinsurance
- Optimization of investment-dividend problem in a diffusion model with transaction costs and investment constraints
- Optimal dividend and reinsurance in the presence of two reinsurers
- Optimal proportional reinsurance and dividend payments with transaction costs and internal competition
- Optimal dividend and reinsurance strategies with financing and liquidation value
- Optimal financing and dividend distribution with transaction costs in the case of restricted dividend rates
- Optimal reinsurance and dividends with transaction costs and taxes under thinning structure
- Optimal dividends and reinsurance with capital injection under thinning dependence
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- Optimal dividend and capital injection strategies in common shock dependence model with time-inconsistent preferences
- Optimal dividend and risk control strategies for an insurer with two groups of reinsurers
- Optimal impulse dividend and capital injection model with proportional and fixed transaction costs
- HJB equation for optimal control system with random impulses
- Optimal reinsurance under a new design: two layers and multiple reinsurers
- Optimal strategies of regular-singular mean-field delayed stochastic differential games
- Optimal dividend and proportional reinsurance strategy for the risk model with common shock dependence
- Optimal size of business and dividend strategy in a nonlinear model with refinancing and liquidation value
- Dividend and capital injection control with liquidation under two-sided jump-diffusion models
- Optimal dividend and capital injection strategy with a penalty payment at ruin: restricted dividend payments
- Optimal dividends and capital injections in the dual model with a random time horizon
- Optimal dividend and issuance of equity policies in the presence of proportional costs
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