Optimal periodic dividend and capital injection problem for spectrally positive Lévy processes (Q2397860): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal periodic dividend and capital injection problem for spectrally positive Lévy processes |
scientific article |
Statements
Optimal periodic dividend and capital injection problem for spectrally positive Lévy processes (English)
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24 May 2017
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periodic dividend
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capital injection
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Lévy process
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stochastic control
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scale function
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