REFRACTION–REFLECTION STRATEGIES IN THE DUAL MODEL

DOI10.1017/asb.2016.28zbMath1390.91203arXiv1511.07918OpenAlexW2963087091MaRDI QIDQ4563792

Kazutoshi Yamazaki, José Luis Pérez Garmendia

Publication date: 4 June 2018

Published in: ASTIN Bulletin (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1511.07918

zbMATH Keywords

dual modelscale functionsdividendscapital injectionrefracted-reflected Lévy processes

Mathematics Subject Classification ID

Related Items (11)

Optimality of multi-refraction control strategies in the dual model ⋮ On the bail-out optimal dividend problem ⋮ Spectrally negative Lévy processes with Parisian reflection below and classical reflection above ⋮ On the refracted-reflected spectrally negative Lévy processes ⋮ Ruin probability in the dual risk model with two revenue streams ⋮ On the optimality of the refraction-reflection strategies for Lévy processes ⋮ On the Bailout Dividend Problem for Spectrally Negative Markov Additive Models ⋮ MFO-RIMS tandem workshop: Nonlocality in analysis, probability and statistics. Abstracts from the MFO-RIMS tandem workshop held March 20--26, 2022 ⋮ On optimal joint reflective and refractive dividend strategies in spectrally positive Lévy models ⋮ Fluctuation theory for level-dependent Lévy risk processes ⋮ Optimal dividend strategy for an insurance group with contagious default risk

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