Optimal capital injections and dividends with tax in a risk model in discrete time

DOI10.1007/S13385-019-00221-1zbMath1452.91260OpenAlexW2997901669WikidataQ126405095 ScholiaQ126405095MaRDI QIDQ2209796

Katharina Bata, Hanspeter Schmidli

Publication date: 4 November 2020

Published in: European Actuarial Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s13385-019-00221-1

zbMATH Keywords

Bellman equationcapital injectionsoptimal dividend problemtaxdiscrete risk modelde Finetti modeltwo barrier strategy

Mathematics Subject Classification ID

Macroeconomic theory (monetary models, models of taxation) (91B64) Actuarial mathematics (91G05)

Related Items (1)

On the ruin probabilities in a discrete time insurance risk process with capital injections and reinsurance

Cites Work

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• Optimal dividend strategies in a Cramér-Lundberg model with capital injections
• On capital injections and dividends with tax in a classical risk model
• Lundberg's risk process with tax
• On capital injections and dividends with tax in a diffusion approximation
• Some Optimal Dividends Problems
• Dividends with tax and capital injection in a spectrally negative Lévy risk model

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