AN OPTIMAL DIVIDEND POLICY WITH DELAYED CAPITAL INJECTIONS

DOI10.1017/S1446181113000394zbMath1302.91189OpenAlexW2114266261MaRDI QIDQ3191189

Zhuo Jin, George Yin

Publication date: 24 September 2014

Published in: The ANZIAM Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1017/s1446181113000394

zbMATH Keywords

delaysingular controldividend policycapital injection

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Optimal stochastic control (93E20) Corporate finance (dividends, real options, etc.) (91G50)

Related Items (2)

On the time to ruin for a dependent delayed capital injection risk model ⋮ Optimal dividend and capital structure with debt covenants

Cites Work

• Optimal dividend and capital injection problem in the dual model with proportional and fixed transaction costs
• Asymptotically optimal dividend policy for regime-switching compound Poisson models
• The effects of implementation delay on decision-making under uncertainty
• Optimal dividend strategies in a Cramér-Lundberg model with capital injections
• Optimal financing and dividend control of the insurance company with fixed and proportional transaction costs
• Optimal reinsurance strategy under fixed cost and delay
• Numerical solutions of optimal risk control and dividend optimization policies under a generalized singular control formulation
• Numerical methods for optimal dividend payment and investment strategies of regime-switching jump diffusion models with capital injections
• Optimal Financing of a Corporation Subject To Random Returns
• Some Optimal Dividends Problems
• Optimal Dividend Strategies for a Compound Poisson Process Under Transaction Costs and Power Utility
• Optimal Dividends

This page was built for publication: AN OPTIMAL DIVIDEND POLICY WITH DELAYED CAPITAL INJECTIONS