Optimizing dividends and capital injections limited by bankruptcy, and practical approximations for the Cramér-Lundberg process

Florin Avram, Dan Goreac, Rim Adenane +1

The recent papers Gajek-Kucinsky(2017) and Avram-Goreac-Li-Wu(2020) investigated the control problem of optimizing dividends when limiting capital injections stopped upon bankruptc…