On capital injections and dividends with tax in a diffusion approximation
From MaRDI portal
Publication:4577203
DOI10.1080/03461238.2016.1248480zbMath1402.91991OpenAlexW2546164418MaRDI QIDQ4577203
Publication date: 17 July 2018
Published in: Scandinavian Actuarial Journal (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03461238.2016.1248480
Macroeconomic theory (monetary models, models of taxation) (91B64) Diffusion processes (60J60) Actuarial science and mathematical finance (91G99)
Related Items (8)
On capital injections and dividends with tax in a classical risk model ⋮ Fiscal stimulus as an optimal control problem ⋮ A perturbation approach to optimal investment, liability ratio, and dividend strategies ⋮ Linking dividends and capital injections – a probabilistic approach ⋮ Optimal capital injections and dividends with tax in a risk model in discrete time ⋮ Optimal dividends and capital injection under dividend restrictions ⋮ Dividends with tax and capital injection in a spectrally negative Lévy risk model ⋮ An Optimal Dividend Problem with Capital Injections over a Finite Horizon
Cites Work
This page was built for publication: On capital injections and dividends with tax in a diffusion approximation