In this paper we consider a modified version of the classical optimal dividend problem taking
into account both expected dividends and the time value of ruin. We assume that the risk …

In this paper we study the optimal dividend problem for a company whose surplus process
evolves as a spectrally positive Lévy process before dividends are deducted. This model …

In this paper, we study the optimal control problem for a company whose surplus process
evolves as an upward jump diffusion with random return on investment. Three types of …

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 …

This paper investigates the optimal dividend problem of an insurance company, which
controls risk exposure by reinsurance and by issuing new equity to protect from bankruptcy …

In this paper we study the combined optimal dividend, capital injection and reinsurance
problems in a dynamic setting. The reinsurance premium is assumed to be calculated via …

We consider the threshold dividend strategy where a company's surplus process is
described by the dual Lévy risk model. Namely, the company chooses to pay dividends at a …

This article studies the robust dividend, financing, and reinsurance strategies for an
ambiguity aversion insurer (AAI) under model uncertainty. The AAI controls its liquid …

We study a singular stochastic control problem faced by the owner of an insurance company
that dynamically pays dividends and raises capital in the presence of the restriction that the …

In this paper, we study the finite-time ruin probability in a reasonably generalized dual risk
model, where we assume any non-negative non-decreasing cumulative operational cost …