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Optimal dividend strategies in a Cramer–Lundberg model with capital injections and administration costs

✍ Scribed by Natalie Scheer; Hanspeter Schmidli

Book ID
107702245
Publisher
Springer-Verlag
Year
2011
Tongue
English
Weight
570 KB
Volume
1
Category
Article
ISSN
2190-9733

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Optimal dividend strategies in discrete
Optimal dividend strategies in discrete risk model with capital injections
✍ Yidong Wu; Junyi Guo; Lian Tang 📂 Article 📅 2010 🏛 John Wiley and Sons 🌐 English ⚖ 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 Cramér–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