{"paper":{"title":"Optimal bail-out dividends problem with transaction cost and capital injection constraint","license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","headline":"","cross_cats":[],"primary_cat":"math.PR","authors_text":"Harold Moreno-Franco, Jos\\'e Luis P\\'erez, Mauricio Junca","submitted_at":"2018-08-07T01:55:51Z","abstract_excerpt":"We consider the bail-out optimal dividend problem under fixed transaction costs for a L\\'evy risk model. Furthermore, we consider the version with a constraint expected net present value of injected capital. To characterize the solution to the aforementioned models, we first solve the bail-out optimal dividend problem under transaction costs and capital injection and show the optimality of reflected (c1; c2)- policies. Next, we introduce the dual Lagrangian problem and show that the complementary slackness conditions are satisfied, characterizing the optimal Lagrange multiplier. Finally, we il"},"claims":{"count":0,"items":[],"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"source":{"id":"1808.02182","kind":"arxiv","version":2},"verdict":{"id":null,"model_set":{},"created_at":null,"strongest_claim":"","one_line_summary":"","pipeline_version":null,"weakest_assumption":"","pith_extraction_headline":""},"references":{"count":0,"sample":[],"resolved_work":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57","internal_anchors":0},"formal_canon":{"evidence_count":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"author_claims":{"count":0,"strong_count":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"builder_version":"pith-number-builder-2026-05-17-v1"}