Optimal Dividends and Capital Injections in the Dual Model with a Random Time Horizon
Yongxia Zhao, Rongming Wang, Dingjun Yao, Ping Chen
Journal of Optimization Theory and Applications | SPRINGER/PLENUM PUBLISHERS | Published : 2015
Awarded by National Natural Science Foundation of China
Awarded by Doctoral Program Foundation of the Ministry of Education of China
The authors acknowledge the financial support of National Natural Science Foundation of China (11231005, 11101205, 11201123) and Doctoral Program Foundation of the Ministry of Education of China (20110076110004). The authors would like to thank the anonymous referees for helpful comments.