De Finetti's Control Problem with Poisson Observations under Spectrally Positive Markov Additive Process

MaRDI QIDQ6458522zbMATH OpenFDO

Authors Lijun Bo, Wenyuan Wang, Kaixin Yan

Publication date 8 November 2023

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Financial applications of other theories (91G80) Optimal stochastic control (93E20)

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