𝔖 Bobbio Scriptorium
✦   LIBER   ✦

Optimal dividend and dynamic reinsurance strategies with capital injections and proportional costs

✍ Scribed by Yi-dong Wu, Jun-yi Guo

Book ID
113058336
Publisher
Institute of Applied Mathematics, Chinese Academy of Sciences and Chinese Mathematical Society
Year
2012
Tongue
English
Weight
382 KB
Volume
28
Category
Article
ISSN
0168-9673

No coin nor oath required. For personal study only.

πŸ“œ SIMILAR VOLUMES

Optimal dividend strategies in discrete
Optimal dividend strategies in discrete risk model with capital injections
✍ Yidong Wu; Junyi Guo; Lian Tang πŸ“‚ Article πŸ“… 2010 πŸ› John Wiley and Sons 🌐 English βš– 141 KB

In this paper we consider a doubly discrete model used in Dickson and Waters (biASTIN Bulletin 1991; **21**:199–221) to approximate the CramΓ©r–Lundberg model. The company controls the amount of dividends paid out to the shareholders as well as the capital injections which make the company never ruin