MAP20140006793Bayraktar, ErhanOptimal dividends in the dual model under transaction costs / Erhan Bayraktar, Andreas E. Kyprianou, Kazutoshi YamazakiSumario: We analyze the optimal dividend payment problem in the dual model under constant transaction costs. We show, for a general spectrally positive Lévy process, an optimal strategy is given by a (c1,c2)-policy that brings the surplus process down to c1 whenever it reaches or exceeds c2 for some 0=c1En: Insurance : mathematics and economics. - Oxford : Elsevier, 1990- = ISSN 0167-6687. - 13/01/2014 Volumen 54 Número 1 - enero 2014 I. Title.
