RETRACTED: Optimal Capital Injections Barrier for the Compound Binomial Risk Model (Retracted Article)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
收藏
页数：6
相关论文
共 50 条
  • [21] RETRACTED: Risk control allocation model for pressure vessels and piping project (Retracted Article)
    Tseng, Chun-Pin
    Chen, Cheng-Wu
    Liu, Kevin F. R.
    [J]. JOURNAL OF VIBRATION AND CONTROL, 2012, 18 (03) : 385 - 394
  • [22] RETRACTED: Application of Mathematical Model in Orthodontics (Retracted Article)
    Wang, Qing
    Jiang, Ziran
    Xue, Zhilun
    He, Wulin
    He, Zhiwei
    [J]. MOBILE INFORMATION SYSTEMS, 2022, 2022
  • [23] RETRACTED: The Adaptability Study of Bursa Model (Retracted Article)
    Yu Caixia
    Cui Gaosong
    Zheng Yidong
    Chen Huirong
    Nie Qun
    [J]. 2009 INTERNATIONAL FORUM ON INFORMATION TECHNOLOGY AND APPLICATIONS, VOL 3, PROCEEDINGS, 2009, : 620 - +
  • [24] RETRACTED: A Model for Regional Climate Simulation (Retracted Article)
    Liu, Hongquan
    Wang, Xiaoling
    Xu, Zhenci
    [J]. 2011 INTERNATIONAL CONFERENCE ON ENERGY AND ENVIRONMENTAL SCIENCE-ICEES 2011, 2011, 11 : 3641 - 3645
  • [25] RETRACTED: Searching for Robust Optimal Solutions by an Evolutionary Algorithm (Retracted Article)
    Wang, Minling
    Zou, Xiufen
    [J]. 2ND IEEE INTERNATIONAL CONFERENCE ON ADVANCED COMPUTER CONTROL (ICACC 2010), VOL. 5, 2010, : 593 - 595
  • [26] RETRACTED: A globally optimal approach for surveillance video cropping (Retracted Article)
    Liu, Jin
    Shi, Xiaohu
    Zhang, Yu
    [J]. ICCS 2010 - INTERNATIONAL CONFERENCE ON COMPUTATIONAL SCIENCE, PROCEEDINGS, 2010, 1 (01): : 2553 - 2561
  • [27] ON THE COMPOUND POISSON RISK MODEL WITH PERIODIC CAPITAL INJECTIONS
    Zhang, Zhimin
    Cheung, Eric C. K.
    Yang, Hailiang
    [J]. ASTIN BULLETIN, 2018, 48 (01): : 435 - 477
  • [28] RETRACTED: Advances in toxicological research and risk assessment (Retracted Article)
    Lee, Byung-Mu
    Kacew, Sam
    [J]. JOURNAL OF TOXICOLOGY AND ENVIRONMENTAL HEALTH-PART A-CURRENT ISSUES, 2018, 81 (11): : 383 - 383
  • [29] RETRACTED: Modified GA for optimal DG allocation and sizing (Retracted Article)
    Babu, U. Ramesh
    Reddy, V. Vijay Kumar
    Tarakalyani, S.
    [J]. 2015 INTERNATIONAL CONFERENCE ON ELECTRICAL, ELECTRONICS, SIGNALS, COMMUNICATION AND OPTIMIZATION (EESCO), 2015,
  • [30] RETRACTED: An Inquiry into Intonational Pattern of the Complex and Compound Sentences in Persian (Retracted Article)
    Nesari, Ali Jamali
    Filinezhad, Nabieh
    Karimi, Lila
    Nesari, Shamsaldin Jamali
    [J]. WORLD CONFERENCE ON EDUCATIONAL TECHNOLOGY RESEARCHES-2011, 2011, 28
12345