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

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Publication:474071
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zbMATH Open1299.91058MaRDI QIDQ474071FDOQ474071


Authors: Ying Fang, Zhongfeng Qu Edit this on Wikidata


Publication date: 24 November 2014

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





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Mathematics Subject Classification ID

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



Cited In (2)

  • Optimal dividend strategies in discrete risk model with capital injections
  • Optimal dividend strategies for a risk process under force of interest





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