Optimal Dividend and Capital Injection Strategies for a Risk Model under Force of Interest
As a generalization of the classical Cramér-Lundberg risk model, we consider a risk model including a constant force of interest in the present paper. Most optimal dividend strategies which only consider the processes modeling the surplus of a risk business are absorbed at 0. However, in many cases,...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Hindawi Limited
2013-01-01
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| Series: | Mathematical Problems in Engineering |
| Online Access: | http://dx.doi.org/10.1155/2013/750547 |