Dividend and Capital Injection Optimization with Transaction Cost for Lévy Risk Processes View Full Text


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Article Info

DATE

2022-06-27

AUTHORS

Wenyuan Wang, Yuebao Wang, Ping Chen, Xueyuan Wu

ABSTRACT

The optimal dividends problem has remained an active research field for decades. For an insurance company with reserve modelled by a spectrally negative Lévy process having finite first-order moment, we study the optimal impulse dividend and capital injection (IDCI) strategy for maximizing the expected accumulated discounted net dividend payment subtracted by the accumulated discounted cost of injecting capital. In this setting, the beneficiary of the dividends injects capital to ensure a non-negative risk process so that the insurer never goes bankrupt. The optimal IDCI strategy together with its value function is obtained. Besides, two numerical examples are provided to illustrate the features of the optimal strategies. The impacts of model parameters are also studied. More... »

PAGES

924-965

References to SciGraph publications

  • 2004-01. On Exit and Ergodicity of the Spectrally One-Sided Lévy Process Reflected at Its Infimum in JOURNAL OF THEORETICAL PROBABILITY
  • 2009-04-01. Convexity and Smoothness of Scale Functions and de Finetti’s Control Problem in JOURNAL OF THEORETICAL PROBABILITY
  • 2003. Limit Theorems for Stochastic Processes in NONE
  • 2019-12-13. A Drawdown Reflected Spectrally Negative Lévy Process in JOURNAL OF THEORETICAL PROBABILITY
  • 2014-09-23. Optimal Dividends and Capital Injections in the Dual Model with a Random Time Horizon in JOURNAL OF OPTIMIZATION THEORY AND APPLICATIONS
  • 2012-05-17. Optimal dividend policies with transaction costs for a class of jump-diffusion processes in FINANCE AND STOCHASTICS
  • 2011-02-04. Old and New Examples of Scale Functions for Spectrally Negative Lévy Processes in SEMINAR ON STOCHASTIC ANALYSIS, RANDOM FIELDS AND APPLICATIONS VI
  • 2014. Fluctuations of Lévy Processes with Applications, Introductory Lectures in NONE
  • 2009-09. Optimality results for dividend problems in insurance in REVISTA DE LA REAL ACADEMIA DE CIENCIAS EXACTAS, FÍSICAS Y NATURALES. SERIE A. MATEMÁTICAS
  • 2007-01-01. An Excursion-Theoretical Approach to Some Boundary Crossing Problems and the Skorokhod Embedding for Reflected Lévy Processes in SÉMINAIRE DE PROBABILITÉS XL
  • Identifiers

    URI

    http://scigraph.springernature.com/pub.10.1007/s10957-022-02057-4

    DOI

    http://dx.doi.org/10.1007/s10957-022-02057-4

    DIMENSIONS

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    177 schema:name School of Mathematics, Soochow University, 215006, Suzhou, China
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