On the optimal dividend problem in the dual model with surplus-dependent premiums (Q1626507): Difference between revisions

Concerning the dual model for insurance applications, the authors compute the mean of the cumulative discounted dividends paid until the time of ruin, in case the barrier strategy is applied. The associated Hamilton-Jacobi-Bellman equation is considered. Moreover, sufficient conditions for a barrier strategy to be optimal are presented. The paper is closed with some numerical examples.