Junca, Mauricio; Moreno-Franco, Harold A.; Pérez, … - In: Risks : open access journal 7 (2019) 1/13, pp. 1-24
We consider the optimal bail-out dividend problem with fixed transaction cost for a Lévy risk model with a constraint on the expected present value of injected capital. To solve this problem, we first consider the optimal bail-out dividend problem with transaction cost and capital injection and...