Wang, Wenyuan; Zhou, Xiaowen A drawdown reflected spectrally negative Lévy process. (English) Zbl 07306263 J. Theor. Probab. 34, No. 1, 283-306 (2021). MSC: 60G51 60E10 60J35 PDF BibTeX XML Cite \textit{W. Wang} and \textit{X. Zhou}, J. Theor. Probab. 34, No. 1, 283--306 (2021; Zbl 07306263) Full Text: DOI
Dong, Hua; Zhao, Xiang-hua Periodic dividends and capital injections for a spectrally negative Lévy risk process under absolute ruin. (English) Zbl 07304282 Appl. Math., Ser. B (Engl. Ed.) 35, No. 3, 349-358 (2020). MSC: 91B30 PDF BibTeX XML Cite \textit{H. Dong} and \textit{X.-h. Zhao}, Appl. Math., Ser. B (Engl. Ed.) 35, No. 3, 349--358 (2020; Zbl 07304282) Full Text: DOI
Lindensjö, Kristoffer; Lindskog, Filip Optimal dividends and capital injection under dividend restrictions. (English) Zbl 1454.91200 Math. Methods Oper. Res. 92, No. 3, 461-487 (2020). MSC: 91G05 93E20 PDF BibTeX XML Cite \textit{K. Lindensjö} and \textit{F. Lindskog}, Math. Methods Oper. Res. 92, No. 3, 461--487 (2020; Zbl 1454.91200) Full Text: DOI
Xu, Ran; Woo, Jae-Kyung Optimal dividend and capital injection strategy with a penalty payment at ruin: restricted dividend payments. (English) Zbl 1445.91055 Insur. Math. Econ. 92, 1-16 (2020). MSC: 91G05 49L25 PDF BibTeX XML Cite \textit{R. Xu} and \textit{J.-K. Woo}, Insur. Math. Econ. 92, 1--16 (2020; Zbl 1445.91055) Full Text: DOI
Noba, Kei; Pérez, José-Luis; Yu, Xiang On the bailout dividend problem for spectrally negative Markov additive models. (English) Zbl 07191724 SIAM J. Control Optim. 58, No. 2, 1049-1076 (2020). MSC: 60G51 93E20 91G80 PDF BibTeX XML Cite \textit{K. Noba} et al., SIAM J. Control Optim. 58, No. 2, 1049--1076 (2020; Zbl 07191724) Full Text: DOI
Tamturk, Muhsin; Utev, Sergey Optimal reinsurance via Dirac-Feynman approach. (English) Zbl 1429.91284 Methodol. Comput. Appl. Probab. 21, No. 2, 647-659 (2019). MSC: 91G05 62P05 58D30 PDF BibTeX XML Cite \textit{M. Tamturk} and \textit{S. Utev}, Methodol. Comput. Appl. Probab. 21, No. 2, 647--659 (2019; Zbl 1429.91284) Full Text: DOI
Zhang, Aili; Liu, Zhang; Wang, Wenyuan; Hu, Yijun Impulse stochastic control for the optimal dividend policy in a classical risk model with capital injection, transaction costs and taxes. (English) Zbl 1438.91183 Chin. J. Appl. Probab. Stat. 35, No. 1, 1-27 (2019). MSC: 91G50 91B05 91G80 93E20 PDF BibTeX XML Cite \textit{A. Zhang} et al., Chin. J. Appl. Probab. Stat. 35, No. 1, 1--27 (2019; Zbl 1438.91183) Full Text: DOI
Dong, Hua; Zhou, Xiaowen On a spectrally negative Lévy risk process with periodic dividends and capital injections. (English) Zbl 1425.91221 Stat. Probab. Lett. 155, Article ID 108589, 9 p. (2019). MSC: 91B30 60G51 PDF BibTeX XML Cite \textit{H. Dong} and \textit{X. Zhou}, Stat. Probab. Lett. 155, Article ID 108589, 9 p. (2019; Zbl 1425.91221) Full Text: DOI
Li, Manman; Yin, George Optimal threshold strategies with capital injections in a spectrally negative Lévy risk model. (English) Zbl 1438.91176 J. Ind. Manag. Optim. 15, No. 2, 517-535 (2019). MSC: 91G50 91G05 93E20 60G51 PDF BibTeX XML Cite \textit{M. Li} and \textit{G. Yin}, J. Ind. Manag. Optim. 15, No. 2, 517--535 (2019; Zbl 1438.91176) Full Text: DOI
Cheng, Gongpin; Wang, Rongming; Yao, Dingjun Optimal dividend and capital injection strategy with excess-of-loss reinsurance and transaction costs. (English) Zbl 1412.91039 J. Ind. Manag. Optim. 14, No. 1, 371-395 (2018). MSC: 91B30 93E20 PDF BibTeX XML Cite \textit{G. Cheng} et al., J. Ind. Manag. Optim. 14, No. 1, 371--395 (2018; Zbl 1412.91039) Full Text: DOI
Noba, Kei; Pérez, José-Luis; Yamazaki, Kazutoshi; Yano, Kouji On optimal periodic dividend and capital injection strategies for spectrally negative Lévy models. (English) Zbl 1419.91380 J. Appl. Probab. 55, No. 4, 1272-1286 (2018). MSC: 91B30 60G51 93E20 PDF BibTeX XML Cite \textit{K. Noba} et al., J. Appl. Probab. 55, No. 4, 1272--1286 (2018; Zbl 1419.91380) Full Text: DOI arXiv
Czarna, Irmina; Pérez, José-Luis; Yamazaki, Kazutoshi Optimality of multi-refraction control strategies in the dual model. (English) Zbl 1417.91265 Insur. Math. Econ. 83, 148-160 (2018). MSC: 91B30 60G51 90C46 PDF BibTeX XML Cite \textit{I. Czarna} et al., Insur. Math. Econ. 83, 148--160 (2018; Zbl 1417.91265) Full Text: DOI
Chen, Ge; Chen, Yuanping; Wang, Yijing Optimal control for dividend payments and capital injections in the discrete Sparre Andersen risk model. (Chinese. English summary) Zbl 1413.91036 Nat. Sci. J. Xiangtan Univ. 40, No. 1, 63-66 (2018). MSC: 91B30 60K10 49N90 PDF BibTeX XML Cite \textit{G. Chen} et al., Nat. Sci. J. Xiangtan Univ. 40, No. 1, 63--66 (2018; Zbl 1413.91036) Full Text: DOI
Wang, Xiaofan; Ma, Shixia Optimal dividend and capital injection problems in the dual diffusion model with time-inconsistent preferences. (English) Zbl 1413.91091 Acta Sci. Nat. Univ. Nankaiensis 51, No. 1, 79-90 (2018). MSC: 91G10 91B30 60J70 PDF BibTeX XML Cite \textit{X. Wang} and \textit{S. Ma}, Acta Sci. Nat. Univ. Nankaiensis 51, No. 1, 79--90 (2018; Zbl 1413.91091)
Tamturk, Muhsin; Utev, Sergey Ruin probability via quantum mechanics approach. (English) Zbl 1401.91197 Insur. Math. Econ. 79, 69-74 (2018). MSC: 91B30 91B80 91G60 65C99 PDF BibTeX XML Cite \textit{M. Tamturk} and \textit{S. Utev}, Insur. Math. Econ. 79, 69--74 (2018; Zbl 1401.91197) Full Text: DOI
Sun, Zongqi; Chen, Zhiping Stochastic differential investment-reinsurance games with capital injection-threshold dividend. (Chinese. English summary) Zbl 1399.91043 Math. Pract. Theory 47, No. 21, 108-121 (2017). MSC: 91B30 91A15 91A23 PDF BibTeX XML Cite \textit{Z. Sun} and \textit{Z. Chen}, Math. Pract. Theory 47, No. 21, 108--121 (2017; Zbl 1399.91043)
Pérez, José-Luis; Yamazaki, Kazutoshi Refraction-reflection strategies in the dual model. (English) Zbl 1390.91203 ASTIN Bull. 47, No. 1, 199-238 (2017). MSC: 91B30 60G51 91G50 93E20 PDF BibTeX XML Cite \textit{J.-L. Pérez} and \textit{K. Yamazaki}, ASTIN Bull. 47, No. 1, 199--238 (2017; Zbl 1390.91203) Full Text: DOI
Baran, Sebastian; Palmowski, Zbigniew Optimizing the expected utility of dividend payments for a Cramér-Lundberg risk process. (English) Zbl 1386.60302 Appl. Math. 44, No. 2, 247-265 (2017). MSC: 60K10 93E20 PDF BibTeX XML Cite \textit{S. Baran} and \textit{Z. Palmowski}, Appl. Math. 44, No. 2, 247--265 (2017; Zbl 1386.60302) Full Text: DOI
Pérez, José-Luis; Yamazaki, Kazutoshi On the optimality of periodic barrier strategies for a spectrally positive Lévy process. (English) Zbl 1422.91372 Insur. Math. Econ. 77, 1-13 (2017). MSC: 91B30 60G51 93E20 PDF BibTeX XML Cite \textit{J.-L. Pérez} and \textit{K. Yamazaki}, Insur. Math. Econ. 77, 1--13 (2017; Zbl 1422.91372) Full Text: DOI
Tan, Jiyang; Ma, Yuhui; Zhang, Hanjun; Li, Ziqiang; Yang, Xiangqun Optimal control strategies for dividend payments and capital injections in compound Markov binomial risk model with penalties for deficits. (English) Zbl 1377.91176 Commun. Stat., Theory Methods 46, No. 10, 5072-5092 (2017). MSC: 91G80 91B30 60J20 93E20 PDF BibTeX XML Cite \textit{J. Tan} et al., Commun. Stat., Theory Methods 46, No. 10, 5072--5092 (2017; Zbl 1377.91176) Full Text: DOI
Zhao, Yongxia; Wang, Rongming; Yin, Chuancun Optimal dividends and capital injections for a spectrally positive Lévy process. (English) Zbl 1362.93171 J. Ind. Manag. Optim. 13, No. 1, 1-21 (2017). MSC: 93E20 60G51 91G80 PDF BibTeX XML Cite \textit{Y. Zhao} et al., J. Ind. Manag. Optim. 13, No. 1, 1--21 (2017; Zbl 1362.93171) Full Text: DOI
Zhao, Yongxia; Chen, Ping; Yang, Hailiang Optimal periodic dividend and capital injection problem for spectrally positive Lévy processes. (English) Zbl 1394.91243 Insur. Math. Econ. 74, 135-146 (2017). MSC: 91B30 60G51 93E20 PDF BibTeX XML Cite \textit{Y. Zhao} et al., Insur. Math. Econ. 74, 135--146 (2017; Zbl 1394.91243) Full Text: DOI
Yao, Dingjun; Wang, Rongming; Xu, Lin Optimal impulse control for dividend and capital injection with proportional reinsurance and exponential premium principle. (English) Zbl 1411.91326 Commun. Stat., Theory Methods 46, No. 5, 2519-2541 (2017). MSC: 91B30 93E20 PDF BibTeX XML Cite \textit{D. Yao} et al., Commun. Stat., Theory Methods 46, No. 5, 2519--2541 (2017; Zbl 1411.91326) Full Text: DOI
Jin, Zhuo; Yang, Hai-liang; Yin, G. A numerical approach to optimal dividend policies with capital injections and transaction costs. (English) Zbl 1360.91153 Acta Math. Appl. Sin., Engl. Ser. 33, No. 1, 221-238 (2017). MSC: 91G60 65C30 60H35 65C05 91B30 93E20 PDF BibTeX XML Cite \textit{Z. Jin} et al., Acta Math. Appl. Sin., Engl. Ser. 33, No. 1, 221--238 (2017; Zbl 1360.91153) Full Text: DOI
Lin, Jyh-Jiuan; Chen, Shi; Jou, Rosemary Bank lending with capped credit risk, hedging efficiency, and government capital injection. (English) Zbl 1410.91474 Int. J. Inf. Manage. Sci. 27, No. 3, 217-235 (2016). MSC: 91G40 91G20 PDF BibTeX XML Cite \textit{J.-J. Lin} et al., Int. J. Inf. Manage. Sci. 27, No. 3, 217--235 (2016; Zbl 1410.91474) Full Text: DOI
Raju, I. Venkat Appal; Ramasubramanian, S. Risk diversifying treaty between two companies with only one in insurance business. (English) Zbl 1364.91070 Sankhyā, Ser. B 78, No. 2, 183-214 (2016). MSC: 91B30 60K10 62P05 PDF BibTeX XML Cite \textit{I. V. A. Raju} and \textit{S. Ramasubramanian}, Sankhyā, Ser. B 78, No. 2, 183--214 (2016; Zbl 1364.91070) Full Text: DOI
Bai, Yanfei; Chen, Xu Optimal dividend and capital injection problem in a BMAP model. (Chinese. English summary) Zbl 1363.91027 J. Nat. Sci. Hunan Norm. Univ. 39, No. 3, 62-68 (2016). MSC: 91B30 91G10 62P05 PDF BibTeX XML Cite \textit{Y. Bai} and \textit{X. Chen}, J. Nat. Sci. Hunan Norm. Univ. 39, No. 3, 62--68 (2016; Zbl 1363.91027) Full Text: DOI
Zhu, Jinxia; Yang, Hailiang Optimal capital injection and dividend distribution for growth restricted diffusion models with bankruptcy. (English) Zbl 1371.91113 Insur. Math. Econ. 70, 259-271 (2016). MSC: 91B30 93E20 PDF BibTeX XML Cite \textit{J. Zhu} and \textit{H. Yang}, Insur. Math. Econ. 70, 259--271 (2016; Zbl 1371.91113) Full Text: DOI
Cheng, Gongpin; Wang, Rongming; Fan, Kun Optimal risk and dividend control of an insurance company with exponential premium principle and liquidation value. (English) Zbl 1367.91085 Stochastics 88, No. 6, 904-926 (2016). MSC: 91B30 93E20 PDF BibTeX XML Cite \textit{G. Cheng} et al., Stochastics 88, No. 6, 904--926 (2016; Zbl 1367.91085) Full Text: DOI
Liu, Xiao; Chen, Zhenlong Taxation problems in the dual model with capital injections. (Chinese. English summary) Zbl 1363.91062 Acta Math. Sci., Ser. A, Chin. Ed. 36, No. 1, 187-192 (2016). MSC: 91B64 62P05 PDF BibTeX XML Cite \textit{X. Liu} and \textit{Z. Chen}, Acta Math. Sci., Ser. A, Chin. Ed. 36, No. 1, 187--192 (2016; Zbl 1363.91062)
Nie, Ciyu; Dickson, David C. M.; Li, Shuanming The finite time ruin probability in a risk model with capital injections. (English) Zbl 1398.91350 Scand. Actuar. J. 2015, No. 4, 301-318 (2015). MSC: 91B30 62P05 60K10 PDF BibTeX XML Cite \textit{C. Nie} et al., Scand. Actuar. J. 2015, No. 4, 301--318 (2015; Zbl 1398.91350) Full Text: DOI
Zhou, Ming; Yuen, Kam C. Portfolio selection by minimizing the present value of capital injection costs. (English) Zbl 1390.91291 ASTIN Bull. 45, No. 1, 207-238 (2015). MSC: 91G10 91B30 93E20 PDF BibTeX XML Cite \textit{M. Zhou} and \textit{K. C. Yuen}, ASTIN Bull. 45, No. 1, 207--238 (2015; Zbl 1390.91291) Full Text: DOI
Liu, Xiao; Chen, Zhenlong Taxation problems in the classical risk model with capital injections. (Chinese. English summary) Zbl 1340.91051 J. Syst. Sci. Math. Sci. 35, No. 2, 206-213 (2015). MSC: 91B30 91B64 PDF BibTeX XML Cite \textit{X. Liu} and \textit{Z. Chen}, J. Syst. Sci. Math. Sci. 35, No. 2, 206--213 (2015; Zbl 1340.91051)
Bulinskaya, Ekaterina; Gusak, Julia; Muromskaya, Anastasia Discrete-time insurance model with capital injections and reinsurance. (English) Zbl 1329.91058 Methodol. Comput. Appl. Probab. 17, No. 4, 899-914 (2015). MSC: 91B30 90C46 90C39 PDF BibTeX XML Cite \textit{E. Bulinskaya} et al., Methodol. Comput. Appl. Probab. 17, No. 4, 899--914 (2015; Zbl 1329.91058) Full Text: DOI
Frostig, Esther The moments of the discounted loss and the discounted dividends for a spectrally negative Lévy risk process. (English) Zbl 1326.60063 J. Appl. Probab. 52, No. 3, 665-687 (2015). MSC: 60G51 91B30 PDF BibTeX XML Cite \textit{E. Frostig}, J. Appl. Probab. 52, No. 3, 665--687 (2015; Zbl 1326.60063) Full Text: DOI Euclid
Zhao, Yongxia; Wang, Rongming; Yao, Dingjun; Chen, Ping Optimal dividends and capital injections in the dual model with a random time horizon. (English) Zbl 1341.49021 J. Optim. Theory Appl. 167, No. 1, 272-295 (2015). MSC: 49J55 60G51 93E20 91G80 91G60 PDF BibTeX XML Cite \textit{Y. Zhao} et al., J. Optim. Theory Appl. 167, No. 1, 272--295 (2015; Zbl 1341.49021) Full Text: DOI
Yao, Dingjun; Wang, Rongming; Xu, Lin Optimal asset control of a geometric Brownian motion with the transaction costs and bankruptcy permission. (English) Zbl 1307.93470 J. Ind. Manag. Optim. 11, No. 2, 461-478 (2015). MSC: 93E20 62P05 PDF BibTeX XML Cite \textit{D. Yao} et al., J. Ind. Manag. Optim. 11, No. 2, 461--478 (2015; Zbl 1307.93470) Full Text: DOI
Wang, Cuilian; Liu, Xiao; Xu, Lin The optimal dividend and capital injection strategies in the classical risk model with randomized observation periods. (English) Zbl 1324.62066 Chin. J. Appl. Probab. Stat. 30, No. 6, 661-672 (2014). MSC: 62P05 91B30 PDF BibTeX XML Cite \textit{C. Wang} et al., Chin. J. Appl. Probab. Stat. 30, No. 6, 661--672 (2014; Zbl 1324.62066) Full Text: DOI
Wei, Fancheng; Wu, Lan; Zhou, Dasheng Optimal control problem for an insurance surplus model with debt liability. (English) Zbl 1292.93156 Math. Methods Appl. Sci. 37, No. 11, 1652-1667 (2014). MSC: 93E20 91G80 91B30 60J65 60H10 PDF BibTeX XML Cite \textit{F. Wei} et al., Math. Methods Appl. Sci. 37, No. 11, 1652--1667 (2014; Zbl 1292.93156) Full Text: DOI
Yao, Dingjun; Wang, Rongming; Xu, Lin Optimal dividend and capital injection strategy with fixed costs and restricted dividend rate for a dual model. (English) Zbl 1281.93108 J. Ind. Manag. Optim. 10, No. 4, 1235-1259 (2014). MSC: 93E20 91G50 91G80 91B30 PDF BibTeX XML Cite \textit{D. Yao} et al., J. Ind. Manag. Optim. 10, No. 4, 1235--1259 (2014; Zbl 1281.93108) Full Text: DOI
Jin, Zhuo; Yang, Hailiang; Yin, Gang George Numerical methods for optimal dividend payment and investment strategies of regime-switching jump diffusion models with capital injections. (English) Zbl 1364.93863 Automatica 49, No. 8, 2317-2329 (2013). MSC: 93E20 91G10 60J10 60J75 93C10 49J40 PDF BibTeX XML Cite \textit{Z. Jin} et al., Automatica 49, No. 8, 2317--2329 (2013; Zbl 1364.93863) Full Text: DOI
Jin, Zhuo; Yin, George An optimal dividend policy with delayed capital injections. (English) Zbl 1302.91189 ANZIAM J. 55, No. 2, 129-150 (2013). MSC: 91G50 93E20 62P05 PDF BibTeX XML Cite \textit{Z. Jin} and \textit{G. Yin}, ANZIAM J. 55, No. 2, 129--150 (2013; Zbl 1302.91189) Full Text: DOI
Yao, Dingjun; Guo, Wenjing; Xulin Optimal dividend and capital injection strategies with transaction costs and exponentially distributed observation time. (English) Zbl 1299.91083 Chin. J. Appl. Probab. Stat. 29, No. 5, 547-560 (2013). MSC: 91B30 PDF BibTeX XML Cite \textit{D. Yao} et al., Chin. J. Appl. Probab. Stat. 29, No. 5, 547--560 (2013; Zbl 1299.91083)
Luo, Shangzhen; Taksar, Michael Minimal cost of a Brownian risk without ruin. (English) Zbl 1285.91062 Insur. Math. Econ. 51, No. 3, 685-693 (2012). MSC: 91B30 93E20 60J70 PDF BibTeX XML Cite \textit{S. Luo} and \textit{M. Taksar}, Insur. Math. Econ. 51, No. 3, 685--693 (2012; Zbl 1285.91062) Full Text: DOI arXiv
Zhang, Shuaiqi; Liu, Guoxin Optimal dividend payments of a two-dimensional compound Poisson risk model with capital injection. (English) Zbl 1274.93290 Oper. Res. Trans. 16, No. 3, 119-131 (2012). MSC: 93E20 91B30 49L20 PDF BibTeX XML Cite \textit{S. Zhang} and \textit{G. Liu}, Oper. Res. Trans. 16, No. 3, 119--131 (2012; Zbl 1274.93290)
Eisenberg, Julia; Schmidli, Hanspeter Optimal control of capital injections by reinsurance with a constant rate of interest. (English) Zbl 1230.91072 J. Appl. Probab. 48, No. 3, 733-748 (2011). Reviewer: Pavel Stoynov (Sofia) MSC: 91B30 93E20 60K10 60J65 PDF BibTeX XML Cite \textit{J. Eisenberg} and \textit{H. Schmidli}, J. Appl. Probab. 48, No. 3, 733--748 (2011; Zbl 1230.91072) Full Text: DOI
Li, Yan; Liu, Guoxin Optimal stopping of the classical risk model controlled by dividend strategy. (Chinese. English summary) Zbl 1240.91048 Acta Math. Appl. Sin. 33, No. 6, 1123-1132 (2010). MSC: 91B30 60G40 PDF BibTeX XML Cite \textit{Y. Li} and \textit{G. Liu}, Acta Math. Appl. Sin. 33, No. 6, 1123--1132 (2010; Zbl 1240.91048)
Kulenko, Natalie; Schmidli, Hanspeter Optimal dividend strategies in a Cramér-Lundberg model with capital injections. (English) Zbl 1189.91075 Insur. Math. Econ. 43, No. 2, 270-278 (2008). MSC: 91B30 91G80 PDF BibTeX XML Cite \textit{N. Kulenko} and \textit{H. Schmidli}, Insur. Math. Econ. 43, No. 2, 270--278 (2008; Zbl 1189.91075) Full Text: DOI