RETRACTED: Optimal Capital Injections Barrier for the Compound Binomial Risk Model (Retracted Article)

被引：0

作者：

He, Yali ^{[1
]}

Zhang, Jun

Peng, Yamian ^{[1
]}

机构：

[1] Hebei United Univ, Inst Sci, 46 Xinhua W Rd, Tangshan 063009, Peoples R China

来源：

2011 INTERNATIONAL CONFERENCE ON ENERGY AND ENVIRONMENTAL SCIENCE-ICEES 2011 | 2011年 / 11卷

关键词：

compound binomial risk model; Bellman equation; optimal capital injection barrier;

D O I：

10.1016/j.egypro.2011.10.254

中图分类号：

TE [石油、天然气工业]; TK [能源与动力工程];

学科分类号：

0807 ; 0820 ;

摘要：

In this paper we discuss the optimal capital injections problem for the compound binomial risk model. T(a)he value function is defined by maximizing the discounted value of the dividend payment minus the penalized discounted capital injection until the time of ruin. It is shown that the value function can be characterized by the Bellman's equation. We find the optimal upper capital injection barrier and the optimal lower capital injection barrier. (C) 2011 Published by Elsevier Ltd. Selection and/or peer-review under responsibility of the Organizers of 2011 International Conference on Energy and Environmental Science.

引用

页数：6

共 50 条

[1] Optimal Dividend Problem for the Compound Binomial Model with Capital Injections
He, Yali
Zhao, Xiuping
[J]. INFORMATION COMPUTING AND APPLICATIONS, PT 1, 2010, 105 : 496 - +
[2] RETRACTED: The Optimal Factorization of Model (Retracted Article)
Guan, Sujie
[J]. 2011 INTERNATIONAL CONFERENCE ON ENERGY AND ENVIRONMENTAL SCIENCE-ICEES 2011, 2011, 11 : 1091 - 1097
[3] Optimal control strategies for dividend payments and capital injections in compound Markov binomial risk model with penalties for deficits
Tan, Jiyang
Ma, Yuhui
Zhang, Hanjun
Li, Ziqiang
Yang, Xiangqun
[J]. COMMUNICATIONS IN STATISTICS-THEORY AND METHODS, 2017, 46 (10) : 5072 - 5092
[4] RETRACTED: Dividend Taxes and the Allocation of Capital (Retracted Article)
Boissel, Charles
Matray, Adrien
[J]. AMERICAN ECONOMIC REVIEW, 2022, 112 (09): : 2884 - 2920
[5] RETRACTED: The Decision Making of Supplier with Insufficient Capital (Retracted Article)
Zhang, ZhiGuang
[J]. 2ND IEEE INTERNATIONAL CONFERENCE ON ADVANCED COMPUTER CONTROL (ICACC 2010), VOL. 5, 2010, : 644 - 646
[6] RETRACTED: A New Neutrosophic Negative Binomial Distribution: Properties and Applications (Retracted Article)
Sherwani, Rehan Ahmad Khan
Iqbal, Sadia
Abbas, Shumaila
Aslam, Muhammad
AL-Marshadi, Ali Hussein
[J]. JOURNAL OF MATHEMATICS, 2021, 2021
[7] RETRACTED: Study of Water Compound Option Price (Retracted Article)
Liu Yan
Gou Weimin
[J]. 2010 4TH INTERNATIONAL CONFERENCE ON BIOINFORMATICS AND BIOMEDICAL ENGINEERING (ICBBE 2010), 2010,
[8] RETRACTED: A Predictive Model for the Risk of Cognitive Impairment in Patients with Gallstones (Retracted Article)
Liu, Zhaofang
Li, Chuanyan
[J]. BIOMED RESEARCH INTERNATIONAL, 2021, 2021
[9] RETRACTED: A Computation Model for Parallelism (Retracted Article)
Ye, Ling-wei
Shao, Xiao-fang
Wang, Yong
[J]. 2011 INTERNATIONAL CONFERENCE ON ENERGY AND ENVIRONMENTAL SCIENCE-ICEES 2011, 2011, 11 : 1364 - 1367
[10] RETRACTED: An Early Warning Risk and Control Model for Manpower Capital Investment Using Data Warehousing and Computational Intelligence (Retracted Article)
Liu, Yang
Wang, Zongyu
[J]. COMPUTATIONAL INTELLIGENCE AND NEUROSCIENCE, 2022, 2022

← 1 2 3 4 5 →