The optimal dividend payout model with terminal values and its application
From MaRDI portal
Publication:1992849
DOI10.1155/2017/5285690zbMath1427.91239OpenAlexW2775428192MaRDI QIDQ1992849
Xiankang Luo, Jiangming Ma, Peimin Chen
Publication date: 5 November 2018
Published in: Mathematical Problems in Engineering (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1155/2017/5285690
Cites Work
- Unnamed Item
- Asymptotic stability in the \(p\)th moment for stochastic differential equations with Lévy noise
- Optimal dividend and capital injection problem in the dual model with proportional and fixed transaction costs
- On optimal dividends with exponential and linear penalty payments
- Optimizing expected utility of dividend payments for a Brownian risk process and a peculiar nonlinear ODE
- Optimal dividends under a stochastic interest rate
- 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 dividend strategies in a Cramér-Lundberg model with capital injections
- The influence of bankruptcy value on optimal risk control for diffusion models with proportional reinsurance
- Optimal financing and dividend control of the insurance company with fixed and proportional transaction costs
- Optimal proportional reinsurance policies for diffusion models with transaction costs
- Optimal risk and dividend control for a company with a debt liability
- Infinite-horizon investment consumption model with a nonterminal bankruptcy
- Risk vs. profit potential:
- Optimal choice of dividend barriers for a risk process with stochastic return on investments
- Optimal dividend and capital injection strategies in the Cramér-Lundberg risk model
- Optimal risk control and dividend distribution policies for a diffusion model with terminal value
- Optimal dividend policies with transaction costs for a class of jump-diffusion processes
- Optimal risk and dividend distribution control models for an insurance company
- Optimal dividend strategies with time-inconsistent preferences
- Classical and impulse stochastic control on the optimization of dividends with residual capital at bankruptcy
- Stability analysis of Markov switched stochastic differential equations with both stable and unstable subsystems
- On a mean reverting dividend strategy with Brownian motion
- Controlling Risk Exposure and Dividends Payout Schemes:Insurance Company Example
- Local discontinuous galerkin approximation of convection‐dominated diffusion optimal control problems with control constraints
- A posteriori error estimates for discontinuous Galerkin approximation of non-stationary convection-diffusion optimal control problems
- Optimal Dividend Payments and Reinvestments of Diffusion Processes with Both Fixed and Proportional Costs
- Optimal proportional reinsurance policies for diffusion models
- Optimization of the flow of dividends
- Razumikhin-type theorem for stochastic functional differential equations with Lévy noise and Markov switching
- Optimal dividend payments until ruin of diffusion processes when payments are subject to both fixed and proportional costs
- CLASSICAL AND IMPULSE STOCHASTIC CONTROL FOR THE OPTIMIZATION OF THE DIVIDEND AND RISK POLICIES OF AN INSURANCE FIRM
- Dependence of the optimal risk control decisions on the terminal value for a financial corporation
This page was built for publication: The optimal dividend payout model with terminal values and its application