Optimizing Dividends and Capital Injections Limited by Bankruptcy, and Practical Approximations for the Cramér-Lundberg Process
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DOI: 10.1007/s11009-021-09916-z
Abstract: The recent papers Gajek and Kucinsky (Insur Math Econ 73:1–19, 2017 ) and Avram et al. (Mathematics 9(9):931, 2021 ) cost induced dichotomy for optimal dividends in the cramr-lundberg model. Avram et al. (Mathematics 9(9):931, 2021 ) investigated… read more here.
Keywords: mathematics; capital injections; optimizing dividends; model ... See more keywords
Optimal control strategies for dividend payments and capital injections in compound Markov binomial risk model with penalties for deficits
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DOI: 10.1080/03610926.2015.1096385
Abstract: ABSTRACT We consider the compound Markov binomial risk model. The company controls the amount of dividends paid to the shareholders as well as the capital injections in order to maximize the cumulative expected discounted dividends… read more here.
Keywords: capital injections; compound markov; optimal control; markov binomial ... See more keywords