On optimal dividends in the dual model

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August undefined, 2024

Web20 de set. de 2013 · The dual model with diffusion is appropriate for companies with continuous expenses that are offset by stochastic and irregular gains. Examples include research-based or commission-based companies. In this context, Bayraktar et al. (2013a) show that a dividend barrier strategy is optimal when dividend decisions are made …

On Optimal Periodic Dividend Strategies in the Dual Model …

WebThis paper concerns the dual risk model, dual to the risk model for insurance applications, where premiums are surplus-dependent. In such a model premiums are regarded as … Web15 de mai. de 2016 · This paper concerns the dual risk model, dual to the risk model for insurance applications, where premiums are surplus-dependent. In such a model premiums are regarded as costs, while claims refer to profits. We calculate the mean of the cumulative discounted dividends paid until ruin, if the barrier strategy is applied. We formulate … shsaa volleyball live stream

Optimal Dividends in the Dual Model with Diffusion

Web10 de jul. de 2013 · We revisit the dividend payment problem in the dual model of Avanzi et al. ( [2–4]). Using the fluctuation theory of spectrally positive Lévy processes, we give … WebCorrections. All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, … Web31 de jan. de 2013 · We analyze the optimal dividend payment problem in the dual model under constant transaction costs. We show, for a general spectrally ... Final version. To appear in Insurance: Mathematics and Economics. Key words: dual model; dividends; impulse control; spectrally positive Levy processes; scale functions: Subjects: Probability … shsaa volleyball provincials 2021

On the dual risk model with Parisian implementation delays in dividend ...

Optimal Dividends and Capital Injections in the Dual Model with …

Web31 de mar. de 2014 · D. J. Yao, R. W. Wang and L. Xu, Optimal dividend and capital injection strategy with fixed costs and restricted dividend rate for a dual model, Journal of Industrial and Management Optimization, 10 (2014), 1235-1259.doi: 10.3934/jimo.2014.10.1235. Web30 de nov. de 2012 · On optimal dividends in the dual model CC BY 4.0 Authors: Erhan Bayraktar University of Michigan Andreas E. Kyprianou The University of Warwick … shsaa volleyball streamsWeb30 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 … shsaa cols ohio

"Web1 de jul. de 2007 · The optimal dividend barrier b ∗ can be found as follows. Because of (5.9), condition (6.7) with b = b ∗ becomes (6.8) ∑ k = 0 n D k = μ δ. By solving (6.6), … " - On optimal dividends in the dual model

On optimal dividends in the dual model

Asymptotic Analysis for Optimal Dividends in a Dual Risk Model

WebWe revisit the dividend payment problem in the dual model of Avanzi et al. ([2â€“4]). Using the fluctuation theory of spectrally positive LÃ©vy processes, we give a short exposition … Web14 de out. de 2008 · On the Optimal Dividend Problem for the Dual Jump-Diffusion Model Abstract: How to distribute dividends to shareholders of a company so that the …

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WebHá 2 dias · PLANO, Texas, April 12, 2024 /PRNewswire/ -- The UX 250h carries over its dynamic drive and various luxury options into the new 2024 model year. An available power back door with kick sensor is ... Web23 de set. de 2014 · This paper investigates an optimal dividend and capital injection problem in the dual model with a random horizon. Both fixed and proportional costs from the transactions of capital injection are considered. The objective is to maximize the total value of the expected discounted dividends and the penalized discounted capital …

Web1 de jun. de 2024 · In this manuscript we consider the dual risk model with financial application, where the random gains occur under a renewal process. We particularly work the Erlang (n) case for common ... Web1 de mar. de 2014 · The dual model with diffusion is appropriate for companies with continuous expenses that are offset by stochastic and irregular gains. Examples include research-based or commission-based companies. In this context, Bayraktar et al. (2013a) show that a dividend barrier strategy is optimal when dividend decisions are made …

WebHá 5 horas · As the S&P 500 Index ( SP500) edges towards its February peak of 4,179 points, we think it is an appropriate time to reassess the economic landscape ahead and … Web23 de set. de 2014 · This paper investigates an optimal dividend and capital injection problem in the dual model with a random horizon. Both fixed and proportional costs from …

Web1 de out. de 2015 · This paper investigates an optimal dividend and capital injection problem in the dual model with a random horizon. Both fixed and proportional costs from the transactions of capital injection are considered.

Webwith the optimal dividends. The HJB equation can be obtained by dynamical programming principle [1, 12]. People have studied optimal dividends in classical risk model as well as in dual risk model under a deterministic interest rate [2, 12, 9, 10, 1]. Recently J.Eisenberg [5] published a paper on optimal dividends in the setting of a di usion ... theory other wordsWeb1 de jan. de 2024 · In the framework of dual risk model, D. Yao, H. Yang, and R.Wan [”Optimal dividend and capital injection problem in the dual model with proportional and fixed transaction costs”, European ... shs-adc onlineWeb16 de fev. de 2024 · The model. The dual compound Poisson risk process { UD ( t )} t ≥ 0 (in the absence of dividends) is defined by U D ( t) = u − c t + ∑ i = 1 N ( t) Y i, t ≥ 0, where u = U D ( 0) ≥ 0 is the initial surplus, c > 0 is the constant expense rate per unit time, { N ( t )} t ≥ 0 is a Poisson process with rate λ > 0, and { Y i } i = 1 ∞ ... theory outlet canadaWeb14 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 … theory ottoman sleeveless topWeb25 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, … theory outlet 15% offWebon optimal dividends in the dual model ERHAN BAYRAKTAR, ANDREAS E. KYPRIANOU, AND KAZUTOSHI YAMAZAKI A BSTRACT .We revisit the dividend payment problem in the dual model of Avanzi et al. ([3], [2 ... theory outdoor jacketWeb25 de jul. de 2008 · Note that the dual model with diffusion in Avanzi and Gerber (2008) corresponds to the case in which Π (dx) = λF (dx), where λ > 0 is the Poisson parameter and F is the distribution of ... theory ottoman ribbed midi dress