Equity Cost Induced Dichotomy for Optimal Dividends with Capital Injections in the Cramér-Lundberg Model
We investigate a control problem leading to the optimal payment of dividends in a Cramér-Lundberg-type insurance model in which capital injections incur proportional cost, and may be used or not, the latter resulting in bankruptcy. For general claims, we provide verification results, using the absol...
| Main Authors: | , , , |
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| Format: | Article |
| Language: | English |
| Published: |
MDPI AG
2021-04-01
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| Series: | Mathematics |
| Subjects: | |
| Online Access: | https://www.mdpi.com/2227-7390/9/9/931 |