scientific article; zbMATH DE number 6873852

MaRDI QIDQ4642846zbMATH OpenFDO

Authors Lingyun You, Ziqiang Li, Hanjun Zhang, Jiyang Tan

Publication date 25 May 2018

zbMATH Keywords

contraction mappingHJB equationdual modeloptimal dividend strategyperiodic dividend payments

Mathematics Subject Classification ID

Portfolio theory (91G10) Dynamic programming in optimal control and differential games (49L20)

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Cited in

(3)

• Optimal control strategies for dividend payments and capital injections in compound Markov binomial risk model with penalties for deficits
• Periodic dividend optimization problem under the control of survival probability
• Optimal dividend strategy in compound binomial model with bounded dividend rates

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