Optimal dividend-penalty policies for a piecewise-deterministic compound Poisson risk model with transaction costs
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Publication:6536944
DOI10.3934/JIMO.2023147MaRDI QIDQ6536944
Publication date: 14 May 2024
Published in: Journal of Industrial and Management Optimization (Search for Journal in Brave)
Optimal stochastic control (93E20) Applications of continuous-time Markov processes on discrete state spaces (60J28) Risk models (general) (91B05)
Cites Work
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- Optimal dividend policies for piecewise-deterministic compound Poisson risk models
- Optimal dividend payment and capital injection of the compound Poisson risk model with both proportional and xed costs
- Piecewise deterministic Markov processes and additive functionals of semi-dynamic systems
- Optimal dividend payments until ruin of diffusion processes when payments are subject to both fixed and proportional costs
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