Optimal impulse dividend and capital injection model with proportional and fixed transaction costs
From MaRDI portal
Publication:6180760
Recommendations
- Optimal dividend and capital injection problem in the dual model with proportional and fixed transaction costs
- Optimal dividend problems for a jump-diffusion model with capital injections and proportional transaction costs
- Optimal dividend and capital injection strategies with transaction costs and exponentially distributed observation time
- scientific article; zbMATH DE number 7699468
- Optimal dividends and capital injections in the dual model with diffusion
- A numerical approach to optimal dividend policies with capital injections and transaction costs
- Optimal dividend and capital injection strategy with fixed costs and restricted dividend rate for a dual model
- Optimal dividend-equity issuance strategy in a dual model with fixed and proportional transaction costs
- Optimal dividend strategies in a dual model with capital injections
- Dividend and capital injection optimization with transaction cost for Lévy risk processes
Cites work
- CLASSICAL AND IMPULSE STOCHASTIC CONTROL FOR THE OPTIMIZATION OF THE DIVIDEND AND RISK POLICIES OF AN INSURANCE FIRM
- Classical and impulse stochastic control on the optimization of dividends with residual capital at bankruptcy
- Controlling risk exposure and dividends payout schemes: Insurance company example
- Exponential stability of nonlinear state-dependent delayed impulsive systems with applications
- Input-to-state stability of impulsive reaction-diffusion neural networks with infinite distributed delays
- Optimal Dividend Payments and Reinvestments of Diffusion Processes with Both Fixed and Proportional Costs
- Optimal Financing of a Corporation Subject To Random Returns
- Optimal capital injection and dividend distribution for growth restricted diffusion models with bankruptcy
- Optimal dividend and dynamic reinsurance strategies with capital injections and proportional costs
- Optimal dividend and equity issuance problem with proportional and fixed transaction costs
- Optimal dividend and issuance of equity policies in the presence of proportional costs
- Optimal dividend and risk control strategies in a nonlinear model
- Optimal dividend payment and capital injection of the compound Poisson risk model with both proportional and fixed costs
- Optimal financing and dividend control of the insurance company with excess-of-loss reinsurance policy
- Optimal financing and dividend control of the insurance company with fixed and proportional transaction costs
- Optimal financing and dividend control of the insurance company with proportional reinsurance policy
- Optimal financing and dividend distribution in a general diffusion model with regime switching
- Optimal mixed impulse-equity insurance control problem with reinsurance
- Stochastic control problems where small intervention costs have big effects
- The optimal dividend and financing control problem in the risk model with non-cheap proportional reinsurance and transaction costs
This page was built for publication: Optimal impulse dividend and capital injection model with proportional and fixed transaction costs
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6180760)
