Optimal Dividend Payment and Capital Injection Strategy in the Classical Risk Model Perturbed by Diffusion

被引：0
|
作者：
Zhang, Shuaiqi [1 ]
Xiong, Jie [2 ]
机构：
[1] School of Mathematics, China University of Mining and Technology, Jiangsu, Xuzhou,221116, China
[2] Department of Mathematics, SUSTech International Center for Mathematics, Southern University of Science and Technology, Shenzhen,518055, China
来源：
SSRN | 2023年
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：
Diffusion barriers - Risk assessment - Stochastic control systems - Stochastic models
引用
收藏
相关论文
共 50 条
  • [1] Optimal dividend and capital injection strategies in the perturbed classical risk model with transaction costs
    School of Mathematics and Computer Application, Shangluo University, Shangluo
    Shaanxi, China
    Proc. Intern. Conf. Manag. Inf. Educ. Eng. MIEE, (221-224):
  • [2] Optimal dividend and capital injection strategy with a penalty payment at ruin: Restricted dividend payments
    Xu, Ran
    Woo, Jae-Kyung
    INSURANCE MATHEMATICS & ECONOMICS, 2020, 92 : 1 - 16
  • [3] OPTIMAL DIVIDEND AND CAPITAL INJECTION STRATEGY WITH FIXED COSTS AND RESTRICTED DIVIDEND RATE FOR A DUAL MODEL
    Yao, Dingjun
    Wang, Rongming
    Xu, Lin
    JOURNAL OF INDUSTRIAL AND MANAGEMENT OPTIMIZATION, 2014, 10 (04) : 1235 - 1259
  • [4] Optimal reinsurance and dividend for a diffusion model with capital injection: Variance premium principle
    Zhou, Ming
    Yuen, Kam C.
    ECONOMIC MODELLING, 2012, 29 (02) : 198 - 207
  • [5] Dividend payments with a threshold strategy in the compound Poisson risk model perturbed by diffusion
    Wan, Ning
    INSURANCE MATHEMATICS & ECONOMICS, 2007, 40 (03): : 509 - 523
  • [6] Optimal singular dividend control with capital injection and affine penalty payment at ruin
    Xu, Ran
    PROBABILITY IN THE ENGINEERING AND INFORMATIONAL SCIENCES, 2023, 37 (02) : 462 - 490
  • [7] On a Periodic Capital Injection and Barrier Dividend Strategy in the Compound Poisson Risk Model
    Yu, Wenguang
    Guo, Peng
    Wang, Qi
    Guan, Guofeng
    Yang, Qing
    Huang, Yujuan
    Yu, Xinliang
    Jin, Boyi
    Cui, Chaoran
    MATHEMATICS, 2020, 8 (04)
  • [8] Optimal Dividend and Capital Injection Strategies in the Cramer-Lundberg Risk Model
    Li, Yan
    Liu, Guoxin
    MATHEMATICAL PROBLEMS IN ENGINEERING, 2015, 2015
  • [9] Optimal Dividend and Capital Injection Strategies for a Risk Model under Force of Interest
    Fang, Ying
    Qu, Zhongfeng
    MATHEMATICAL PROBLEMS IN ENGINEERING, 2013, 2013
  • [10] On a Dual Risk Model Perturbed by Diffusion with Dividend Threshold
    Zhi, Hui
    Pu, Jiangyan
    CHINESE ANNALS OF MATHEMATICS SERIES B, 2016, 37 (05) : 777 - 792
12345