Optimal dividend strategies in a Cramér-Lundberg model with capital injections
type: Item
instance of: scholarly article
title: Optimal dividend strategies in a Cramér-Lundberg model with capital injections
zbMATH Open document ID: 1189.91075
author: Natalie Kulenko
author: Hanspeter Schmidli
published in: Insurance Mathematics \& Economics
publication date: 2010-06-08T00:00:00Z
Mathematics Subject Classification ID: 91B30
Mathematics Subject Classification ID: 91G80
zbMATH DE Number: 5717861
zbMATH Keywords: stochastic control
zbMATH Keywords: Hamilton-Jacobi-Bellman equation
zbMATH Keywords: dividend
zbMATH Keywords: capital injection
zbMATH Keywords: barrier strategy
MaRDI profile type: Publication
full work available at URL: j.insmatheco.2008.05.013
OpenAlex ID: W1983448988
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DOI: 10.1016/J.INSMATHECO.2008.05.013
description: scientific article; zbMATH DE number 5717861