On optimal dividends in the dual model

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<title>On optimal dividends in the dual model</title>
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<abstract displayLabel="Summary">We revisit the dividend payment problem in the dual model of Avanzi et al. ([24]). Using the fluctuation theory of spectrally positive Lévy processes, we give a short exposition in which we show the optimality of barrier strategies for all such Lévy processes. Moreover, we characterize the optimal barrier using the functional inverse of a scale function. We also consider the capital injection problem of [4] and show that its value function has a very similar form to the one in which the horizon is the time of ruin.</abstract>
<note type="statement of responsibility">Erhan Bayraktar, Andreas E. Kyprianou, Kazutoshi Yamazaki</note>
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<title>Astin bulletin</title>
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<publisher>Belgium : ASTIN and AFIR Sections of the International Actuarial Association</publisher>
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<identifier type="issn">0515-0361</identifier>
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<text>02/09/2013 Volumen 43 Número 3 - septiembre 2013 </text>
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