Restricted dividends in the two-dimension dual model under diffusion and capital injection

DOI10.6054/J.JSCNUN.2020100zbMATH Open1474.62373MaRDI QIDQ4996249FDOQ4996249

Authors: Junliang Quan, Hua Hu 

Publication date: 1 July 2021

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zbMATH Keywords

HJB equationdual modelthreshold strategyrestricted dividend

Mathematics Subject Classification ID

Actuarial mathematics (91G05) Applications of statistics to actuarial sciences and financial mathematics (62P05)

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• Optimal dividend and capital injection strategy with fixed costs and restricted dividend rate for a dual model
• Optimal capital injection and dividend distribution for growth restricted diffusion models with bankruptcy
• Optimal dividends and capital injections in the dual model with diffusion
• Optimal dividend and capital injection strategy with a penalty payment at ruin: restricted dividend payments
• Dividend optimization for general diffusions with restricted dividend payment rates
• Optimal dividend payments of a two-dimensional compound Poisson risk model with capital injection

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