Optimality of the barrier strategy in de Finetti's dividend problem for spectrally negative Lévy processes: an alternative approach (Q732157): Difference between revisions
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Revision as of 09:39, 14 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimality of the barrier strategy in de Finetti's dividend problem for spectrally negative Lévy processes: an alternative approach |
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Optimality of the barrier strategy in de Finetti's dividend problem for spectrally negative Lévy processes: an alternative approach (English)
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9 October 2009
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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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log-convexity
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complete monotonicity
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convexity
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barrier strategy
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