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

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Revision as of 18:57, 19 March 2024

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