数学杂志2021，Vol.41Issue(6)：514-524,11.
离散模型下带有交易费和税的最优分红
AN OPTIMAL DIVIDEND STRATEGY IN THE DISCRETE MODEL WHEN PAYMENTS ARE SUBJECT TO BOTH TRANSACTION COSTS AND TAXES
摘要
Abstract
In this paper,we study the optimal dividend problem in the discrete risk model in which transaction costs and taxes are required when dividends occur.Moreover assume that dividends are paid to the shareholders according to an admissible strategy with dividend rates bounded by a constant.The company controls the amount of dividends in order to maximize the cumulative expected discounted dividends prior to ruins.We show that the optimal value function is the unique bounded solution of a set of discrete Hamilton-Jacobi-Bellman equations.In addition,the optimal image functions are approximately obtained by solving the HJB equation.关键词
离散模型/最优策略/值函数/映像函数Key words
discrete model/optimal strategy/value function/image function分类
数理科学引用本文复制引用
王绍锋,尹传存..离散模型下带有交易费和税的最优分红[J].数学杂志,2021,41(6):514-524,11.基金项目
Supported by National Natural Science Foundation of China(71401061,12001235). （71401061,12001235）
