Alternative approach to the optimality of the threshold strategy for spectrally negative Lévy processes (Q2439244): Difference between revisions

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Property / author: Chuan-Cun Yin / rank
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Property / author: Q1413281 / rank
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Property / author: Chuan-Cun Yin / rank
 
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Property / author: Kam-Chuen Yuen / rank
 
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Latest revision as of 10:54, 7 July 2024

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Alternative approach to the optimality of the threshold strategy for spectrally negative Lévy processes
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    Alternative approach to the optimality of the threshold strategy for spectrally negative Lévy processes (English)
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    14 March 2014
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    spectrally negative Lévy process
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    optimal dividend problem
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    scale function
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    complete monotonicity
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    threshold strategy
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