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

DOI10.6054/J.JSCNUN.2020100MaRDI QIDQ4996249zbMATH OpenFDO

Authors Junliang Quan, Hua Hu

Publication date 1 July 2021

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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• 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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