Optimal Dividend Payment and Capital Injection Strategy in the Classical Risk Model Perturbed by Diffusion

被引：0

作者：

Zhang, Shuaiqi ^{[1
]}

Xiong, Jie ^{[2
]}

机构：

[1] School of Mathematics, China University of Mining and Technology, Jiangsu, Xuzhou,221116, China

[2] Department of Mathematics, SUSTech International Center for Mathematics, Southern University of Science and Technology, Shenzhen,518055, China

来源：

SSRN | 2023年

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摘要：

Diffusion barriers - Risk assessment - Stochastic control systems - Stochastic models

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