Optimal dividend strategies in discrete risk model with capital injections
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Publication:2862434
DOI10.1002/asmb.871zbMath1274.91476OpenAlexW2023166712MaRDI QIDQ2862434
Yi-dong Wu, Lian Tang, Jun-Yi Guo
Publication date: 15 November 2013
Published in: Applied Stochastic Models in Business and Industry (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1002/asmb.871
Numerical methods (including Monte Carlo methods) (91G60) Optimal stochastic control (93E20) Corporate finance (dividends, real options, etc.) (91G50)
Related Items (3)
Optimal dividend strategy in compound binomial model with bounded dividend rates ⋮ An optimal dividend strategy in the discrete Sparre Andersen model with bounded dividend rates ⋮ Asymptotic behavior of the processes describing some insurance models
Cites Work
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