ON THE OPTIMAL DIVIDEND PROBLEM FOR A SPECTRALLY POSITIVE LÉVY PROCESS (Q5214827): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Removed claim: author (P16): Item:Q477564 |
||
| Property / author | |||
| Property / author: Chuan-Cun Yin / rank | |||
Revision as of 13:06, 15 February 2024
scientific article; zbMATH DE number 7163349
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | ON THE OPTIMAL DIVIDEND PROBLEM FOR A SPECTRALLY POSITIVE LÉVY PROCESS |
scientific article; zbMATH DE number 7163349 |
Statements
ON THE OPTIMAL DIVIDEND PROBLEM FOR A SPECTRALLY POSITIVE LÉVY PROCESS (English)
0 references
5 February 2020
0 references
threshold strategy
0 references
dual model
0 references
optimal dividend strategy
0 references
scale functions
0 references
spectrally positive Lévy process
0 references
stochastic control
0 references
