Classical and impulse stochastic control on the optimization of dividends with residual capital at bankruptcy

DOI10.1155/2017/2693568zbMath1405.91677OpenAlexW2591557854WikidataQ59143116 ScholiaQ59143116MaRDI QIDQ2398740

Yanyan Li

Publication date: 21 August 2017

Published in: Discrete Dynamics in Nature and Society (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1155/2017/2693568

zbMATH Keywords

optimizationbankruptcydividendsimpulse stochastic controlresidual capital

Mathematics Subject Classification ID

Optimal stochastic control (93E20) Corporate finance (dividends, real options, etc.) (91G50)

Related Items (4)

Optimal impulse dividend and capital injection model with proportional and fixed transaction costs ⋮ Optimal Impulse Control for Growth-Restricted Linear Diffusions with Regime Switching ⋮ The optimal dividend payout model with terminal values and its application ⋮ Stochastic optimal control on dividend policies with bankruptcy

Cites Work

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• OPTIMAL DIVIDEND PAYMENTS WHEN CASH RESERVES FOLLOW A JUMP-DIFFUSION PROCESS
• Optimal proportional reinsurance policies for diffusion models
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• CLASSICAL AND IMPULSE STOCHASTIC CONTROL FOR THE OPTIMIZATION OF THE DIVIDEND AND RISK POLICIES OF AN INSURANCE FIRM

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