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An Optimal Dividend Problem with Capital Injections over a Finite Horizon - MaRDI portal

An Optimal Dividend Problem with Capital Injections over a Finite Horizon (Q5232239)

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scientific article; zbMATH DE number 7100198
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English
An Optimal Dividend Problem with Capital Injections over a Finite Horizon
scientific article; zbMATH DE number 7100198

    Statements

    title
    An Optimal Dividend Problem with Capital Injections over a Finite Horizon (English)
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    author
    Giorgio Ferrari
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    Patrick Schuhmann
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    publication date
    30 August 2019
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    zbMATH Keywords
    optimal dividend problem
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    capital injections
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    singular stochastic control
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    optimal stopping
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    free boundary
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    cites work
    Q5556844
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    Q3150773
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    Q3357204
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    Q4002114
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    Q4354424
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    Q3378055
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    Q4226355
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    Q4508926
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    Q5434181
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    Identifiers

    DOI
    10.1137/18M1184588;
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    Mathematics Subject Classification ID
    91B30
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    93E20
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    60G40
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    zbMATH DE Number
    7100198
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    arXiv ID
    1804.04870
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