scientific article; zbMATH DE number 7267146

DOI10.6054/J.JSCNUN.2020033MaRDI QIDQ5128047zbMATH OpenFDO

Authors Li Deng, Hua Zheng, Xiao-Fei Peng

Publication date 27 October 2020

Full work available at URL https://doi.org/10.6054/J.JSCNUN.2020033

zbMATH Keywords

capital injectionsHJB equationoptimal dividendstochastic interest rates

Mathematics Subject Classification ID

Interest rates, asset pricing, etc. (stochastic models) (91G30) Corporate finance (dividends, real options, etc.) (91G50)

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Cited in

(8)

• Optimal dividend strategy in compound binomial model with bounded dividend rates
• Restricted dividends in the two-dimension dual model under diffusion and capital injection
• Optimal dividend and capital injection strategies in the compound Poisson model with random interest rates
• Optimal Dividends In An Ornstein-Uhlenbeck Type Model With Credit And Debit Interest
• “Optimal Dividends in an Ornstein-Uhlenbeck Type Model with Credit and Debit Interest,” by Jun Cai, Hans U. Gerber, Hailang Yang, April 2006
• Optimal control strategies for dividend payments and capital injections in compound Markov binomial risk model with penalties for deficits
• Optimal dividends under a stochastic interest rate
• Optimal dividend payments in the stochastic Ramsey model

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