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

DOI10.1002/mma.8813MaRDI QIDQ6180760

Xiankang Luo, Unnamed Author, Peimin Chen, Quanxin Zhu

Publication date: 2 January 2024

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

zbMATH Keywords

quasi-variational inequalitiescapital injectionsoptimal dividends

Mathematics Subject Classification ID

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

Cites Work

• Unnamed Item
• Unnamed Item
• Optimal dividend and dynamic reinsurance strategies with capital injections and proportional costs
• Optimal dividend and issuance of equity policies in the presence of proportional costs
• Optimal financing and dividend control of the insurance company with proportional reinsurance policy
• Optimal financing and dividend control of the insurance company with fixed and proportional transaction costs
• Stochastic control problems where small intervention costs have big effects
• Exponential stability of nonlinear state-dependent delayed impulsive systems with applications
• Classical and impulse stochastic control on the optimization of dividends with residual capital at bankruptcy
• Optimal financing and dividend control of the insurance company with excess-of-loss reinsurance policy
• Optimal dividend and equity issuance problem with proportional and fixed transaction costs
• Optimal capital injection and dividend distribution for growth restricted diffusion models with bankruptcy
• Controlling Risk Exposure and Dividends Payout Schemes:Insurance Company Example
• Optimal Mixed Impulse-Equity Insurance Control Problem With Reinsurance
• Optimal Dividend Payments and Reinvestments of Diffusion Processes with Both Fixed and Proportional Costs
• Optimal Financing of a Corporation Subject To Random Returns
• Optimal dividend payment and capital injection of the compound Poisson risk model with both proportional and xed costs
• CLASSICAL AND IMPULSE STOCHASTIC CONTROL FOR THE OPTIMIZATION OF THE DIVIDEND AND RISK POLICIES OF AN INSURANCE FIRM
• Optimal financing and dividend distribution in a general diffusion model with regime switching
• Input-to-state stability of impulsive reaction-diffusion neural networks with infinite distributed delays