WebThis paper considers the optimal dividend and capital injection problem for an insurance company, which controls the risk exposure by both the excess-of-loss reinsurance and capital injection based on the symmetry of risk information. Besides the proportional transaction cost, we also incorporate the fixed transaction cost incurred by capital … WebHá 11 horas · Tesla cut prices on Real-Wheel Drive version of both Model 3 and Model Y by S$4,000 ($3,020), and Dual Motor All-Wheel Drive version of the two models by …
Optimal dividends in the dual model - ScienceDirect
Web30 de nov. de 2012 · Optimal Dividends in the Dual Model with Diffusion Benjamin Avanzi, H. Gerber Mathematics 2008 In the dual model, the surplus of a company is a Levy … Web25 de jul. de 2008 · Although it has yet to be formally proven, we conjecture that the optimal dividend strategy in the dual model with diffusion should be the barrier strategy, … how do i get ink out of clothing
Tesla cuts prices of Model 3, Model Y vehicles in Singapore
Web25 de jul. de 2008 · ON OPTIMAL DIVIDENDS IN THE DUAL MODEL Erhan Bayraktar, A. Kyprianou, K. Yamazaki Mathematics ASTIN Bulletin 2013 Abstract We revisit the … Web14 de out. de 2008 · How to distribute dividends to shareholders of a company so that the expectation of the discounted dividends can be maximized is a classical actuarial problem. Different from many papers which focus on the insurance company, this paper discusses the optimal dividend problem for another kind of company, which specializes in inventions … WebOptimal dividend strategy in dual risk model is well studied in the literatures. But to the best of our knowledge, all the previous works assumes deterministic interest rate. In this paper, we study the optimal dividends strategy in dual risk model, under a stochastic interest rate, assuming the discounting factor follows a geometric Brownian motion or … how do i get ink out of leather