Optimal Dividend and Capital Injection Strategies for a Risk Model under Force of Interest

<table>A typical sample path of the surplus process with strategy <svg height="13.95" id="M204" style="vertical-align:-0.1638pt" version="1.1" viewbox="0 0 17.775 13.95" width="17.775" xmlns="http://www.w3.org/2000/svg" xmlns:xlink="http://www.w3.org/1999/xlink">
<g transform="matrix(.017,-0,0,-.017,.062,13.688)"><path d="M574 449q-23 -58 -38 -79q-16 -4 -79 -4q-27 -100 -46 -219q-14 -87 7 -87t74 36l13 -27q-74 -81 -139 -81q-48 0 -48 62q0 22 8 59l60 258l-154 4q-21 -103 -54.5 -209t-64.5 -151q-38 -23 -83 -23l-7 15q46 36 94 152.5t64 216.5q-81 0 -138 -54l-18 23q22 27 39.5 43
t61.5 33.5t100 17.5q43 0 131.5 -2.5t129.5 -2.5q23 0 33.5 5t24.5 25z" id="x1D70B"></path></g>
<g transform="matrix(.012,-0,0,-.012,10.113,5.525)"><path d="M471 153q-22 -15 -61 -13q-25 31 -45.5 49.5t-56.5 41.5q4 -71 28 -134q-17 -33 -42 -46q-24 12 -42 46q24 63 28 134q-36 -23 -56.5 -41.5t-45.5 -49.5q-36 -2 -61 13q0 28 19 59q65 10 130 43q-65 33 -130 43q-19 31 -19 59q22 15 61 13q25 -31 45.5 -49.5t56.5 -41.5
q-4 71 -28 134q17 33 42 46q24 -12 42 -46q-24 -63 -28 -134q36 23 56.5 41.5t45.5 49.5q36 2 61 -13q0 -28 -19 -59q-65 -10 -130 -43q65 -33 130 -43q19 -31 19 -59z" id="x2217"></path></g>
</svg>.</table>

Mathematical Problems in Engineering

fig1

Figure 1

Figure 1: Optimal Dividend and Capital Injection Strategies for a Risk Model under Force of Interest 