On optimal joint reflective and refractive dividend strategies in spectrally positive Lévy models (Q506083): Difference between revisions
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| Property / Mathematics Subject Classification ID: 91B30 / rank | |||
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| Property / zbMATH DE Number: 6679042 / rank | |||
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surplus models | |||
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optimal dividends | |||
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threshold strategy | |||
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barrier strategy | |||
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Revision as of 01:35, 1 July 2023
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On optimal joint reflective and refractive dividend strategies in spectrally positive Lévy models |
scientific article |
Statements
On optimal joint reflective and refractive dividend strategies in spectrally positive Lévy models (English)
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31 January 2017
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surplus models
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optimal dividends
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threshold strategy
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barrier strategy
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transaction costs
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