Optimal control strategies for dividend payments and capital injections in compound Markov binomial risk model with penalties for deficits

DOI10.1080/03610926.2015.1096385zbMath1377.91176OpenAlexW2397483437MaRDI QIDQ5351744

Yuhui Ma, Hanjun Zhang, Ziqiang Li, Xiang-Qun Yang, Ji Yang Tan

Publication date: 30 August 2017

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610926.2015.1096385

zbMATH Keywords

dividends optimal control strategy capital injection compound Markov binomial risk model

Mathematics Subject Classification ID

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