OPTIMAL DIVIDENDS AND CAPITAL INJECTIONS IN THE DUAL MODEL WITH DIFFUSION
Benjamin Avanzi, Jonathan Shen, Bernard Wong
Astin Bulletin | CAMBRIDGE UNIV PRESS | Published : 2011
The authors acknowledge financial support of an Australian Actuarial Research Grant from the Institute of Actuaries of Australia. Jonathan Shen is indebted to Mr Edwin Blackadder for providing him with the EJ Blackadder Honours Scholarship. The authors are grateful to anonymous referees for helpful comments.