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]
@article{ZhaoWYC15,
title = {Optimal Dividends and Capital Injections in the Dual Model with a Random Time Horizon},
author = {Yongxia Zhao and Rongming Wang and Dingjun Yao and Ping Chen},
year = {2015},
doi = {10.1007/s10957-014-0653-0},
url = {http://dx.doi.org/10.1007/s10957-014-0653-0},
researchr = {https://researchr.org/publication/ZhaoWYC15},
cites = {0},
citedby = {0},
journal = {J. Optimization Theory and Applications},
volume = {167},
number = {1},
pages = {272-295},
}