Open AccessOptimal investment and dividend payment strategies with debt management and reinsurance
Author(s) -
Qian Zhao,
Zhuo Jin,
Jiaqin Wei
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.2018009
Subject(s) - reinsurance , bellman equation , economics , debt , dividend policy , dividend , hamilton–jacobi–bellman equation , investment (military) , present value , stochastic control , constraint (computer aided design) , econometrics , microeconomics , actuarial science , mathematical optimization , mathematical economics , optimal control , mathematics , finance , geometry , politics , political science , law
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