On optimal periodic dividend strategies for Lévy risk processes (Q1641138): Difference between revisions
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Revision as of 04:52, 5 April 2024
scientific article
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English | On optimal periodic dividend strategies for Lévy risk processes |
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On optimal periodic dividend strategies for Lévy risk processes (English)
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15 June 2018
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dividends
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spectrally negative Lévy processes
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scale functions
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periodic barrier strategies
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stochastic control
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