Optimal dividend and capital injection problem in the dual model with proportional and fixed transaction costs
Year of publication: |
2011
|
---|---|
Authors: | Yao, Dingjun ; Yang, Hailiang ; Wang, Rongming |
Published in: |
European journal of operational research : EJOR. - Amsterdam : Elsevier, ISSN 0377-2217, ZDB-ID 243003-4. - Vol. 211.2011, 3 (16.6.), p. 568-576
|
Subject: | Theorie | Theory | Dividende | Dividend | Transaktionskosten | Transaction costs |
-
Optimal investment strategy with dividend paying and proportional transaction costs
Nkeki, Charles I., (2018)
-
Framstad, Nils Chr., (2014)
-
Optimal reinsurance and dividends with transaction costs and taxes under thinning structure
Chen, Mi, (2021)
- More ...
-
Yao, Dingjun, (2014)
-
Optimal dividend and reinsurance strategies with financing and liquidation value
Yao, Dingjun, (2016)
-
Yao, Dingjun, (2011)
- More ...