Optimal dividend strategies for surplus-dependent premiums and surplus-dependent claim arrivals rates: the cases of bounded dividend rates

DOI10.15960/J.CNKI.ISSN.1007-6093.2021.01.003MaRDI QIDQ5153441zbMATH OpenFDO

Authors Xue Liu, Jingwei Li, Guoxin Liu

Publication date 29 September 2021

zbMATH Keywords

band structureoptimal dividend problemMarkov strategymeasure-valued DPE

Mathematics Subject Classification ID

Actuarial mathematics (91G05) Corporate finance (dividends, real options, etc.) (91G50)

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• Optimal dividend-penalty policies for a piecewise-deterministic compound Poisson risk model with transaction costs

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