Optimal dividend strategy in compound binomial model with bounded dividend rates

DOI10.1007/s10255-014-0428-2zbMath1302.60108OpenAlexW2080778088MaRDI QIDQ477522

Xiang-Qun Yang, Ji Yang Tan

Publication date: 9 December 2014

Published in: Acta Mathematicae Applicatae Sinica. English Series (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10255-014-0428-2

zbMATH Keywords

transformationcompound binomial modeloptimal dividend strategy

Mathematics Subject Classification ID

Related Items (3)

A Markov decision problem in a risk model with interest rate and Markovian environment ⋮ A consistent estimation of optimal dividend strategy in a risk model with delayed claims ⋮ An Optimal Control Problem in a Risk Model with Stochastic Premiums and Periodic Dividend Payments

Cites Work

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• Classical risk model with threshold dividend strategy
• Optimal dividends in the Brownian motion risk model with interest
• Optimal dividend policies for compound Poisson processes: the case of bounded dividend rates
• Optimal dividend strategies in discrete risk model with capital injections
• Optimal Dividends in the Dual Model with Diffusion
• On Optimal Dividend Strategies In The Compound Poisson Model
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