Open AccessOptimal dividend and capital injection strategy with excess-of-loss reinsurance and transaction costs
Author(s) -
Gongpin Cheng,
Rongming Wang,
Dingjun Yao
Publication year - 2018
Publication title -
journal of industrial and management optimization
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.325
H-Index - 32
eISSN - 1553-166X
pISSN - 1547-5816
DOI - 10.3934/jimo.2017051
Subject(s) - reinsurance , stochastic control , transaction cost , dividend , bellman equation , optimal control , hamilton–jacobi–bellman equation , control (management) , capital (architecture) , value (mathematics) , economics , mathematical optimization , actuarial science , microeconomics , mathematics , mathematical economics , finance , statistics , management , archaeology , history