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

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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;
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摘要
Diffusion barriers - Risk assessment - Stochastic control systems - Stochastic models
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