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q-fin.MF2026
Optimization of capital injections and absolutely continuous dividend payments in a diffusion model
Hélène Guérin, Dante Mata, Jean-François Renaud +1
We investigate a joint optimization problem of dividend payments and capital injections for a surplus process driven by a general diffusion. Dividend payments are assumed to be abs…
math.OC2026
Resource Extraction from a Stochastic Population with Harvesting Quotas
Erik Ekström, Dante Mata, Harto Saarinen
We study a resource extraction problem of ergodic type, where harvesting quotas are imposed that restrict the harvesting rate by a function of the current biomass. In a setting wit…