Asymptotic analysis for optimal dividends in a dual risk model
نویسندگان
چکیده
The dual risk model is a popular in finance and insurance, which often used to the wealth process of venture capital or high tech company. Optimal dividends have been extensively studied literature for model. It well known that value function this optimal control problem does not yield closed-form solutions except some special cases. In paper, we study asymptotics dividend when parameters go either zero infinity. Our results provide insights strategies values are extreme.
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ژورنال
عنوان ژورنال: Stochastic Models
سال: 2022
ISSN: ['1532-4214', '1532-6349']
DOI: https://doi.org/10.1080/15326349.2022.2080709