On optimal periodic dividend strategies for Lévy risk processes (Q1641138): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Removed claim: author (P16): Item:Q591327 |
||
Property / author | |||
Property / author: José Luis Pérez Garmendia / rank | |||
Revision as of 19:28, 19 February 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | On optimal periodic dividend strategies for Lévy risk processes |
scientific article |
Statements
On optimal periodic dividend strategies for Lévy risk processes (English)
0 references
15 June 2018
0 references
dividends
0 references
spectrally negative Lévy processes
0 references
scale functions
0 references
periodic barrier strategies
0 references
stochastic control
0 references