Optimal Dividend,Capital Injection and Bankruptcy for An Insurer with Solvency Requirement

来源 :第八届工业与应用数学国际大会 | 被引量 : 0次 | 上传用户：sgaini1532

【摘要】

：

We consider the optimal dividend problem in a Cramer-Lundberg model with capital injections,and a potential bankruptcy is allowed in this model.

【作者】

：

Zhou Ming

【机构】

：

Central Univ.of Finance & Economics

【出处】

：

第八届工业与应用数学国际大会

【发表日期】

：

2015年5期

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　　We consider the optimal dividend problem in a Cramer-Lundberg model with capital injections,and a potential bankruptcy is allowed in this model.

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Optimal Dividend,Capital Injection and Bankruptcy for An Insurer with Solvency Requirement

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