Optimal dividend and capital injection strategy with a penalty payment at ruin : restricted dividend payments
Ran Xu, Jae-Kyung Woo
| Year of publication: |
2020
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|---|---|
| Authors: | Xu, Ran ; Woo, Jae-Kyung |
| Published in: |
Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 92.2020, p. 1-16
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| Subject: | Band strategy | Dividend and capital injection | Penalty payment at ruin | Quasi-variational HJB equation | Viscosity solution | Dividende | Dividend | Insolvenz | Insolvency | USA | United States | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.insmatheco.2020.02.008 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012242033