Optimal dividends and capital injection under dividend restrictions
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Publication:2216195
DOI10.1007/s00186-020-00720-yzbMath1454.91200arXiv1902.06294OpenAlexW3042880731MaRDI QIDQ2216195
Kristoffer Lindensjö, Filip Lindskog
Publication date: 15 December 2020
Published in: Mathematical Methods of Operations Research (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1902.06294
bankruptcysingular stochastic controloptimal dividendsinsolvencycapital injectionsolvency constraintsreflection and absorptiondividend restrictionsissuance of equity
Related Items (5)
Fiscal stimulus as an optimal control problem ⋮ On an ergodic two-sided singular control problem ⋮ A perturbation approach to optimal investment, liability ratio, and dividend strategies ⋮ Moment-constrained optimal dividends: precommitment and consistent planning ⋮ On the surplus management of funds with assets and liabilities in presence of solvency requirements
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