A numerical approach to optimal dividend policies with capital injections and transaction costs
DOI10.1007/S10255-017-0653-6zbMATH Open1360.91153OpenAlexW2615650656MaRDI QIDQ523786FDOQ523786
Authors: Zhuo Jin, Hailiang Yang, G. Yin 
Publication date: 21 April 2017
Published in: Acta Mathematicae Applicatae Sinica. English Series (Search for Journal in Brave)
Full work available at URL: http://hdl.handle.net/10722/245301
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Cites Work
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- Some Optimal Dividends Problems
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- Optimal dividend strategies in a Cramér-Lundberg model with capital injections
- Optimal dividend strategies for a compound Poisson process under transaction costs and power utility
- Optimal dividend strategies in a Cramér-Lundberg model with capital injections and administration costs
Cited In (5)
- Numerical methods for optimal dividend payment and investment strategies of Markov-modulated jump diffusion models with regular and singular controls
- An optimal dividend policy with delayed capital injections
- Optimal impulse dividend and capital injection model with proportional and fixed transaction costs
- Optimal dividend and capital injection strategy with a penalty payment at ruin: restricted dividend payments
- Numerical methods for optimal dividend payment and investment strategies of regime-switching jump diffusion models with capital injections
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