Dividend and capital injection optimization with transaction cost for Lévy risk processes (Q2159454): Difference between revisions
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scientific article
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English | Dividend and capital injection optimization with transaction cost for Lévy risk processes |
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Dividend and capital injection optimization with transaction cost for Lévy risk processes (English)
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1 August 2022
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spectrally negative Lévy process
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de Finetti's optimal dividend problem
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stochastic control
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Hamilton-Jacobi-Bellman inequality
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