Optimal dividends in a discrete-time dual risk model with stochastic expenses

Optimal dividends in a discrete-time dual risk model with stochastic expenses

Dividend policies play a pivotal role in financial management by aiming to maximize shareholders' interest and effectively managing risk. In this paper, we explore the optimal dividend strategy in a discrete-time compound binomial dual risk framework. This model is suitable for a company whose...

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Bibliographic Details
Main Authors: Li Deng, Zhichao Chen
Format: Article
Language:English
Published: AIMS Press 2024-11-01
Series:AIMS Mathematics
Subjects:
optimal dividend strategy
dual risk model
stochastic expenses
hjb equation
fixed-point theorem
Online Access:https://www.aimspress.com/article/doi/10.3934/math.20241524?viewType=HTML
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