Optimal dividend and capital injection strategies for a risk model under force of interest

MaRDI QIDQ474071zbMATHFDO

Authors Ying Fang, Zhongfeng Qu

Publication date 24 November 2014

Published in Mathematical Problems in Engineering (Search for Journal in Brave)

Mathematics Subject Classification ID

Production theory, theory of the firm (91B38) Financial applications of other theories (91G80) Optimal stochastic control (93E20)

Recommendations

• Optimal dividend strategies in a Cramér-Lundberg model with capital injections
• Optimal dividend strategies for a risk process under force of interest
• On capital injections and dividends with tax in a classical risk model
• Optimal dividend and capital injection strategies in the compound Poisson model with random interest rates
• Optimal dividend and capital injection strategies in the Cramér-Lundberg risk model

Cited in

(3)

• Optimal dividend strategies for a risk process under force of interest
• Optimal dividend strategies in discrete risk model with capital injections
• The impact of negative interest rates on optimal capital injections

This page was built for publication: Optimal dividend and capital injection strategies for a risk model under force of interest

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q474071)