Dividends and capital injections in a renewal model with Erlang distributed inter-arrival times

DOI10.1080/03461238.2021.1926315zbMath1492.91313OpenAlexW3164809208MaRDI QIDQ5083399

Hanspeter Schmidli

Publication date: 20 June 2022

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

Full work available at URL: https://doi.org/10.1080/03461238.2021.1926315

zbMATH Keywords

Hamilton-Jacobi-Bellman equationcapital injectionsbarrier strategyrenewal modeloptimal dividend strategy

Mathematics Subject Classification ID

Applications of renewal theory (reliability, demand theory, etc.) (60K10) Actuarial mathematics (91G05)

Cites Work

• Optimal dividend strategies in a Cramér-Lundberg model with capital injections
• Some Optimal Dividends Problems
• A Review on Phase-type Distributions and their Use in Risk Theory

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