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 05:46, 5 March 2024
scientific article
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English | 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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