An Optimal Control Problem in a Risk Model with Stochastic Premiums and Periodic Dividend Payments

DOI10.1142/S0217595917400139zbMath1371.91111OpenAlexW2667896274MaRDI QIDQ5348801

Hanjun Zhang, Ziqiang Li, Xixi Yang, Ji Yang Tan

Publication date: 21 August 2017

Published in: Asia-Pacific Journal of Operational Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1142/s0217595917400139

zbMATH Keywords

transformationoptimal control strategystochastic premiumperiodic dividend

Mathematics Subject Classification ID

Optimal stochastic control (93E20)

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