Optimal impulse dividend and capital injection model with proportional and fixed transaction costs

DOI10.1002/MMA.8813MaRDI QIDQ6180760FDOQ6180760

Authors: Xiankang Luo, Quanxin Zhu, Pei-Min Chen 

Publication date: 2 January 2024

Published in: Mathematical Methods in the Applied Sciences (Search for Journal in Brave)

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zbMATH Keywords

quasi-variational inequalitiescapital injectionsoptimal dividends

Mathematics Subject Classification ID

Applications of operator theory in optimization, convex analysis, mathematical programming, economics (47N10) Impulsive optimal control problems (49N25) Optimal stochastic control (93E20)

Cites Work

• Controlling risk exposure and dividends payout schemes: Insurance company example
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• Optimal Financing of a Corporation Subject To Random Returns
• Optimal mixed impulse-equity insurance control problem with reinsurance
• CLASSICAL AND IMPULSE STOCHASTIC CONTROL FOR THE OPTIMIZATION OF THE DIVIDEND AND RISK POLICIES OF AN INSURANCE FIRM
• Optimal financing and dividend control of the insurance company with fixed and proportional transaction costs
• Optimal dividend and issuance of equity policies in the presence of proportional costs
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• Stochastic control problems where small intervention costs have big effects
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• Optimal financing and dividend control of the insurance company with proportional reinsurance policy
• Classical and impulse stochastic control on the optimization of dividends with residual capital at bankruptcy
• Optimal capital injection and dividend distribution for growth restricted diffusion models with bankruptcy
• Optimal dividend and equity issuance problem with proportional and fixed transaction costs
• Optimal financing and dividend control of the insurance company with excess-of-loss reinsurance policy
• Optimal dividend and risk control strategies in a nonlinear model
• 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 payment and capital injection of the compound Poisson risk model with both proportional and fixed costs
• The optimal dividend and financing control problem in the risk model with non-cheap proportional reinsurance and transaction costs

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