scientific article; zbMATH DE number 2233607

MaRDI QIDQ5709272zbMATH OpenFDO

Authors Lei Zhang

Publication date 29 November 2005

zbMATH Keywords

HJB equationquasi-variational inequalitiesstochastic impulse controltransaction costvalue function

Mathematics Subject Classification ID

Optimal stochastic control (93E20)

Recommendations

• Optimal financing and dividend control of the insurance company with fixed and proportional transaction costs
• Optimal financing and dividend distribution with transaction costs in the case of restricted dividend rates
• Optimal dividend and equity issuance problem with proportional and fixed transaction costs
• Optimal reinsurance-investment and dividends problem with fixed transaction costs
• Optimization of risk policy and dividends with fixed transaction costs under interest rate

Cited in

(4)

• Interplay between dividend rate and business constraints for a financial corporation
• Optimal Financing of a Corporation Subject To Random Returns
• Optimal financing and dividend distribution with transaction costs in the case of restricted dividend rates
• Optimal Control and Hedging of Operations in the Presence of Financial Markets

This page was built for publication:

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5709272)