Optimal dividend payment and capital injection of the compound Poisson risk model with both proportional and xed costs

DOI10.1360/012011-1039zbMath1488.91110OpenAlexW3150792419MaRDI QIDQ5017779

Guoxin Liu, Shuaiqi Zhang

Publication date: 17 December 2021

Published in: SCIENTIA SINICA Mathematica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1360/012011-1039

zbMATH Keywords

quasi-variational inequalitiesoptimal dividend strategyimpulse stochastic controlcapital injection strategy

Mathematics Subject Classification ID

Optimal stochastic control (93E20) Actuarial mathematics (91G05)

Related Items (2)

A consistent estimation of optimal dividend strategy in a risk model with delayed claims ⋮ Optimal impulse dividend and capital injection model with proportional and fixed transaction costs

This page was built for publication: Optimal dividend payment and capital injection of the compound Poisson risk model with both proportional and xed costs