Journal article

OPTIMAL DIVIDENDS AND CAPITAL INJECTIONS IN THE DUAL MODEL WITH DIFFUSION

Benjamin Avanzi, Jonathan Shen, Bernard Wong

Astin Bulletin | CAMBRIDGE UNIV PRESS | Published : 2011

University of Melbourne Researchers

Grants

Funding Acknowledgements

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.