Optimal control problem for an insurance surplus model with debt liability

DOI10.1002/mma.2927zbMath1292.93156OpenAlexW2072964332MaRDI QIDQ2875739

Da-Sheng Zhou, Fancheng Wei, Lan Wu

Publication date: 11 August 2014

Published in: Mathematical Methods in the Applied Sciences (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1002/mma.2927

zbMATH Keywords

proportional reinsurancedividendscapital injectiondebt liabilityimpulse-control

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Brownian motion (60J65) Optimal stochastic control (93E20) Financial applications of other theories (91G80)

Related Items (1)

Optimal Impulse Control for Growth-Restricted Linear Diffusions with Regime Switching

Cites Work

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