On optimal joint reflective and refractive dividend strategies in spectrally positive Lévy models (Q506083): Difference between revisions

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Property / author: José Luis Pérez Garmendia / rank
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Property / author: José Luis Pérez Garmendia / rank
 
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Property / arXiv ID: 1607.01902 / rank
 
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Latest revision as of 09:10, 13 July 2024

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On optimal joint reflective and refractive dividend strategies in spectrally positive Lévy models
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    On optimal joint reflective and refractive dividend strategies in spectrally positive Lévy models (English)
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    31 January 2017
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    surplus models
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    optimal dividends
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    threshold strategy
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    barrier strategy
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    transaction costs
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