Optimal dividend and capital injection strategies in the perturbed classical risk model with transaction costs

被引:0
|
作者
School of Mathematics and Computer Application, Shangluo University, Shangluo [1 ]
Shaanxi, China
机构
关键词
Compilation and indexing terms; Copyright 2025 Elsevier Inc;
D O I
暂无
中图分类号
学科分类号
摘要
Dynamic programming - Stochastic control systems - Stochastic systems - Risk assessment
引用
收藏
相关论文
共 50 条
  • [1] Optimal Dividend Payment and Capital Injection Strategy in the Classical Risk Model Perturbed by Diffusion
    Zhang, Shuaiqi
    Xiong, Jie
    [J]. SSRN, 2023,
  • [2] Optimal impulse dividend and capital injection model with proportional and fixed transaction costs
    Luo, Xiankang
    Zhu, Quanxin
    Zhang, Ying
    Chen, Peimin
    [J]. MATHEMATICAL METHODS IN THE APPLIED SCIENCES, 2023, 46 (05) : 4942 - 4964
  • [3] Optimal dividend and capital injection problem in the dual model with proportional and fixed transaction costs
    Yao, Dingjun
    Yang, Hailiang
    Wang, Rongming
    [J]. EUROPEAN JOURNAL OF OPERATIONAL RESEARCH, 2011, 211 (03) : 568 - 576
  • [4] Optimal risk and dividend strategies with transaction costs and terminal value
    Cheng, Gongpin
    Zhao, Yongxia
    [J]. ECONOMIC MODELLING, 2016, 54 : 522 - 536
  • [5] Optimal Dividend and Capital Injection Strategies in the Cramer-Lundberg Risk Model
    Li, Yan
    Liu, Guoxin
    [J]. MATHEMATICAL PROBLEMS IN ENGINEERING, 2015, 2015
  • [6] Optimal Dividend and Capital Injection Strategies for a Risk Model under Force of Interest
    Fang, Ying
    Qu, Zhongfeng
    [J]. MATHEMATICAL PROBLEMS IN ENGINEERING, 2013, 2013
  • [7] OPTIMAL DIVIDEND AND CAPITAL INJECTION STRATEGY WITH EXCESS-OF-LOSS REINSURANCE AND TRANSACTION COSTS
    Cheng, Gongpin
    Wang, Rongming
    Yao, Dingjun
    [J]. JOURNAL OF INDUSTRIAL AND MANAGEMENT OPTIMIZATION, 2018, 14 (01) : 371 - 395
  • [8] Optimal dividend payments in the classical risk model when payments are subject to both transaction costs and taxes
    Bai, Lihua
    Guo, Junyi
    [J]. SCANDINAVIAN ACTUARIAL JOURNAL, 2010, (01) : 36 - 55
  • [9] OPTIMAL DIVIDEND AND CAPITAL INJECTION STRATEGY WITH FIXED COSTS AND RESTRICTED DIVIDEND RATE FOR A DUAL MODEL
    Yao, Dingjun
    Wang, Rongming
    Xu, Lin
    [J]. JOURNAL OF INDUSTRIAL AND MANAGEMENT OPTIMIZATION, 2014, 10 (04) : 1235 - 1259
  • [10] Optimal dividend strategies in discrete risk model with capital injections
    Wu, Yidong
    Guo, Junyi
    Tang, Lian
    [J]. APPLIED STOCHASTIC MODELS IN BUSINESS AND INDUSTRY, 2011, 27 (05) : 557 - 566