Dividend ratcheting and capital injection under the Cramér-Lundberg model: Strong solution and optimal strategy

Fuente: arXiv

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Bibliographic Details
Main Authors:	Guan, Chonghu, Xu, Zuo Quan
Format:	Preprint
Published:	2026
Subjects:	Optimization and Control Analysis of PDEs Mathematical Finance Portfolio Management 35R35, 35Q93, 91G10, 91G30, 93E20, 45K05
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2604.04641