Optimal Dividends and Capital Injections in the Dual Model with a Random Time Horizon

Yongxia Zhao, Rongming Wang, Dingjun Yao, Ping Chen. Optimal Dividends and Capital Injections in the Dual Model with a Random Time Horizon. J. Optimization Theory and Applications, 167(1):272-295, 2015. [doi]

Abstract

Abstract is missing.