Dividends with tax and capital injection in a spectrally negative Lévy risk model (Q4686499): Difference between revisions

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Property / full work available at URL: https://doi.org/10.1090/tpms/1043 / rank
 
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Latest revision as of 19:24, 16 July 2024

scientific article; zbMATH DE number 6950456
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English
Dividends with tax and capital injection in a spectrally negative Lévy risk model
scientific article; zbMATH DE number 6950456

    Statements

    Dividends with tax and capital injection in a spectrally negative Lévy risk model (English)
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    10 October 2018
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    Lévy risk model
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    dividends
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    capital injections
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    tax
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    barrier strategy
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    Hamilton-Jacobi-Bellman equation
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    perturbed risk model
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