Optimal singular dividend control with capital injection and affine penalty payment at ruin
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Publication:6163063
DOI10.1017/S0269964822000249zbMATH Open1518.91229MaRDI QIDQ6163063FDOQ6163063
Authors: Ran Xu 
Publication date: 16 June 2023
Published in: Probability in the Engineering and Informational Sciences (Search for Journal in Brave)
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Actuarial mathematics (91G05) Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games (49L25)
Cites Work
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- Title not available (Why is that?)
- Title not available (Why is that?)
- De Finetti's optimal dividends problem with an affine penalty function at ruin
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- Stochastic optimization in insurance. A dynamic programming approach
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- Optimal dividend and capital injection strategy with a penalty payment at ruin: restricted dividend payments
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