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Optimal dividend strategies in a dual model with capital injections

✍ Scribed by Hongshuai Dai; Zaiming Liu; Nana Luan

Publisher
Springer
Year
2010
Tongue
English
Weight
241 KB
Volume
72
Category
Article
ISSN
0340-9422

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Optimal dividend strategies in discrete
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✍ 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