Optimal dividend strategies in a Cramér-Lundberg model with capital injections and administration costs
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Publication:635982
DOI10.1007/s13385-011-0007-3zbMath1222.91026OpenAlexW2014975823MaRDI QIDQ635982
Hanspeter Schmidli, Natalie Kulenko
Publication date: 25 August 2011
Published in: European Actuarial Journal (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s13385-011-0007-3
Related Items (16)
Optimal dividends and capital injections for a spectrally positive Lévy process ⋮ Optimal dividend and reinsurance in the presence of two reinsurers ⋮ PORTFOLIO SELECTION BY MINIMIZING THE PRESENT VALUE OF CAPITAL INJECTION COSTS ⋮ OPTIMAL FINANCING AND DIVIDEND DISTRIBUTION WITH TRANSACTION COSTS IN THE CASE OF RESTRICTED DIVIDEND RATES ⋮ Optimal singular dividend control with capital injection and affine penalty payment at ruin ⋮ Optimal dividend and capital injection strategy with fixed costs and restricted dividend rate for a dual model ⋮ Optimal dividend and equity issuance problem with proportional and fixed transaction costs ⋮ A numerical approach to optimal dividend policies with capital injections and transaction costs ⋮ Optimal dividend and equity issuance in the perturbed dual model under a penalty for ruin ⋮ Optimal singular dividend problem under the Sparre Andersen model ⋮ Harvesting of interacting stochastic populations ⋮ An Optimal Dividend Problem with Capital Injections over a Finite Horizon ⋮ Optimal dividends with an affine penalty ⋮ General drawdown based dividend control with fixed transaction costs for spectrally negative Lévy risk processes ⋮ Optimal dividend and capital injection strategy with a penalty payment at ruin: restricted dividend payments ⋮ On a doubly reflected risk process with running maximum dependent reflecting barriers
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