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ArticleOptimal dividend and equity issuance problem with proportional and fixed transaction costs

Xiaofan Peng2012

Article2012

Optimal dividend and equity issuance problem with proportional and fixed transaction costs

Xiaofan Peng · Mi Chen · Junyi Guo

39 citations·0/0 files stored·Insurance Mathematics and Economics

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Probability and Risk Models Insurance and Financial Risk Management Stochastic processes and financial applications

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References

2005Stochastic Integration and Differential Equations 1997Controlled diffusion models for optimal dividend pay-out 1995Optimization of the flow of dividends 2007On the optimal dividend problem for a spectrally negative Lévy process 2000Optimal risk control and dividend distribution policies. Example of excess-of loss reinsurance for an insurance corporation 1999Controlling Risk Exposure and Dividends Payout Schemes:Insurance Company Example 2006CLASSICAL AND IMPULSE STOCHASTIC CONTROL FOR THE OPTIMIZATION OF THE DIVIDEND AND RISK POLICIES OF AN INSURANCE FIRM 2008Optimal dividend strategies in a Cramér–Lundberg model with capital injections

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Year2012

Typearticle

Published2012-08-20

VenueInsurance Mathematics and Economics

ISSN-L0167-6687

Languageen

Citations39

Files0 public / 0

ShelfProbability and Risk Models

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doi10.1016/j.insmatheco.2012.08.004

openalex_workW2039281159

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