2010
DOI: 10.1007/s00186-010-0312-7
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Optimal dividend strategies in a dual model with capital injections

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Cited by 24 publications
(24 citation statements)
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“…For example, Yao et al (2011) consider the dividend payments and capital injections control problem in a dual risk model. Further contributions in this strand of literature include Albrecher et al (2008), Avanzi et al (2007), Bayraktar and Egami (2008), Dai et al (2010), Dong and Liu (2010), Wen (2011) and Yang and Sendova (2014).…”
Section: S(t)mentioning
confidence: 99%
“…For example, Yao et al (2011) consider the dividend payments and capital injections control problem in a dual risk model. Further contributions in this strand of literature include Albrecher et al (2008), Avanzi et al (2007), Bayraktar and Egami (2008), Dai et al (2010), Dong and Liu (2010), Wen (2011) and Yang and Sendova (2014).…”
Section: S(t)mentioning
confidence: 99%
“…We refer e.g. to Avanzi et al [4], Gerber and Smith [21], Albrecher et al [2], Dai et al [13], Cheung [11], Afonso et al [1], and Bergel et al [7]. First-passage problems and ruin time are also much studied; see e.g.…”
Section: Introductionmentioning
confidence: 99%
“…Owing to its practical importance, much research on the optimal dividend problem has been carried out for various surplus processes. For recent works, see Gerber and Shiu (2006), Fang and Wu (2009), Loeffen (2009a, b), Bai and Paulsen (2010), Wong and Zhao (2011), Yao et al (2011), Dai et al (2010), Dai and Liu (2011), Bai et al (2012), Zhu (2014) and Tan et al (2014). Although research on optimal dividend strategies in the Cramér-Lundberg risk models and the diffusion models has reached a state of maturity, very little work considered optimal dividend strategies under a penalty for ruin, specially in dependent increment models such as the delayed claim models.…”
Section: Introductionmentioning
confidence: 99%