Impulse Stochastic Control for the Optimization of the Dividend Payments of the Compound Poisson Risk Model Perturbed by Diffusion

DOI10.1080/07362994.2012.684324zbMath1246.91158OpenAlexW2079766974MaRDI QIDQ2905357

Shuaiqi Zhang

Publication date: 27 August 2012

Published in: Stochastic Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/07362994.2012.684324

zbMATH Keywords

optimal dividend problemimpulse stochastic control

Mathematics Subject Classification ID

Statistical methods; risk measures (91G70) Optimal stochastic control (93E20) Financial applications of other theories (91G80)

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Dividend optimization for jump-diffusion model with solvency constraints ⋮ Optimal reinsurance-investment and dividends problem with fixed transaction costs

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