A Numerical Approach to Optimal Dividend Policies with Capital Injections and Transaction Costse
Zhuo Jin, Hai-liang Yang, G Yin
ACTA MATHEMATICAE APPLICATAE SINICA-ENGLISH SERIES | SPRINGER HEIDELBERG | Published : 2017
Awarded by Research Grants Council of the Hong Kong Special Administrative Region
Awarded by U.S. Army Research Office
This research was supported in part by Early Career Research Grant and Faculty Research Grant by The University of Melbourne. The research of H. Yang was supported in part by Research Grants Council of the Hong Kong Special Administrative Region (project No. HKU 17330816) and Society of Actuaries' Centers of Actuarial Excellence Research Grant. The research of G. Yin was supported in part by U.S. Army Research Office under grant W911NF-15-1-0218.