General drawdown based dividend control with fixed transaction costs for spectrally negative Lévy risk processes (Q2076351): Difference between revisions

From MaRDI portal
Added link to MaRDI item.
Import240304020342 (talk | contribs)
Set profile property.
Property / MaRDI profile type
 
Property / MaRDI profile type: MaRDI publication profile / rank
 
Normal rank

Revision as of 05:46, 5 March 2024

scientific article
Language Label Description Also known as
English
General drawdown based dividend control with fixed transaction costs for spectrally negative Lévy risk processes
scientific article

    Statements

    General drawdown based dividend control with fixed transaction costs for spectrally negative Lévy risk processes (English)
    0 references
    0 references
    0 references
    16 February 2022
    0 references
    de Finetti's dividend problem
    0 references
    spectrally negative Lévy process
    0 references
    general drawdown time
    0 references
    impulse dividend strategy
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references