Webwith the optimal dividends. The HJB equation can be obtained by dynamical programming principle [1, 12]. People have studied optimal dividends in classical risk model as well as in dual risk model under a deterministic interest rate [2, 12, 9, 10, 1]. Recently J.Eisenberg [5] published a paper on optimal dividends in the setting of a di usion ... Web23 de set. de 2014 · This paper investigates an optimal dividend and capital injection problem in the dual model with a random horizon. Both fixed and proportional costs from the transactions of capital injection are considered. The objective is to maximize the total value of the expected discounted dividends and the penalized discounted capital …
On the Optimal Dividend Problem for the Dual Jump-Diffusion Model …
Web15 de nov. de 2010 · Optimal Dividends and Capital Injections in the Dual Model with Diffusion ASTIN Bulletin, Vol. 41, No. 2, pp. 611-644 Number of pages: 25 Posted: 25 Aug 2011 Last Revised: 06 Jan 2012 Web3 de out. de 2016 · We study the dual model with capital injection under the additional condition that the dividend strategy is absolutely continuous. We consider a … cycloplegics and mydriatics
On optimal periodic dividend strategies in the dual model with ...
WebThis paper studies the optimal dividend strategies of an insurance company when the manager has time-inconsistent preferences. We consider the problem for a naive manager and a sophisticated manager, and analytically derive the optimal dividend strategies when claim sizes follow an exponential distribution.Our results show that the manager with … Web25 de jul. de 2008 · ON OPTIMAL DIVIDENDS IN THE DUAL MODEL Erhan Bayraktar, A. Kyprianou, K. Yamazaki Mathematics ASTIN Bulletin 2013 Abstract We revisit the … Web14 de out. de 2008 · On the Optimal Dividend Problem for the Dual Jump-Diffusion Model Abstract: How to distribute dividends to shareholders of a company so that the … cyclopithecus