Optimal dividend strategies in a Cramér–Lundberg model with capital injections

By Natalie Kulenko, Hanspeter Schmidli. 2008

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Optimal dividend problems for a jump-diffusion model with capital injections and proportional transaction costs (2014, methodology): “Similar to the proof of Lemma 3.3, we use the arguments of Kulenko and Schmidli [20].”
On Gerber–Shiu functions and optimal dividend distribution for a Lévy risk process in the presence of a penalty function (2011, background): “For example, the case where the insurance company is bailed out by the beneficiaries every time that there is a shortfall in the reserves was investigated in [8], and in Kulenko & Schmidli [30].”
De Finetti's optimal dividends problem with an affine penalty function at ruin (2010, background): “In the next section, we state some facts about scale functions and prove Theorem 1.2.”
Optimal reinsurance and dividend for a diffusion model with capital injection: Variance premium principle (2012, background): “…and Taksar (2002) has considered a diffusion model with random returns for a company that can issue new equity when the surplus becomes negative; Kulenko and Schimidli (2008) studied the optimal dividend problem in the Cramer-Lundberg model with capital injection, and obtained closed-form…”
Minimising expected discounted capital injections by reinsurance in a classical risk model (2011, methodology): “Kulenko & Schmidli ( 2008 ) showed that a barrier strategy indeed is optimal.”