In the Cramer-Lundberg model with proportional reinsurance and capital injections, the optimal policy is a barrier strategy with lower stopping level a and upper dividend barrier b, obtained by solving the associated HJB equation.
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A dynamic optimal reinsurance strategy with capital injections in the Cramer-Lundberg model
In the Cramer-Lundberg model with proportional reinsurance and capital injections, the optimal policy is a barrier strategy with lower stopping level a and upper dividend barrier b, obtained by solving the associated HJB equation.