On optimal periodic dividend and capital injection strategies for spectrally negative Lévy models (Q4611286): Difference between revisions

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scientific article; zbMATH DE number 7003008
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English
On optimal periodic dividend and capital injection strategies for spectrally negative Lévy models
scientific article; zbMATH DE number 7003008

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    On optimal periodic dividend and capital injection strategies for spectrally negative Lévy models (English)
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    17 January 2019
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    dividends
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    capital injection
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    spectrally negative Lévy process
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    scale function
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    periodic barrier strategy
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