Optimal dividend and capital injection problem in the dual model with proportional and fixed transaction costs

DOI10.1016/j.ejor.2011.01.015zbMath1237.91143OpenAlexW2060167382MaRDI QIDQ418074

Hailiang Yang, Ding Jun Yao, Rong-Ming Wang

Publication date: 14 May 2012

Published in: European Journal of Operational Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.ejor.2011.01.015

zbMATH Keywords

controlquasi-variational inequalitiesimpulse controlcapital injectionsoptimal dividendsdual insurance risk model

Mathematics Subject Classification ID

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