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Optimal dividend strategy in dual risk model is well studied in theliteratures. But to the best of our knowledge, all the previous works assumesdeterministic interest rate. In this paper, we study the optimal dividendsstrategy in dual risk model, under a stochastic interest rate, assuming thediscounting factor follows a geometric Brownian motion or exponential L\'evyprocess. We will show that closed form solutions can be obtained.

Optimal Dividends in the Dual Risk Model under a Stochastic Interest Rate