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