Alternative approach to the optimality of the threshold strategy for spectrally negative Lévy processes (Q2439244)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Alternative approach to the optimality of the threshold strategy for spectrally negative Lévy processes |
scientific article |
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Alternative approach to the optimality of the threshold strategy for spectrally negative Lévy processes (English)
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14 March 2014
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spectrally negative Lévy process
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optimal dividend problem
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scale function
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complete monotonicity
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threshold strategy
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