On optimal periodic dividend strategies for Lévy risk processes (Q1641138)

From MaRDI portal
scientific article
Language Label Description Also known as
English
On optimal periodic dividend strategies for Lévy risk processes
scientific article

    Statements

    On optimal periodic dividend strategies for Lévy risk processes (English)
    0 references
    0 references
    0 references
    0 references
    15 June 2018
    0 references
    0 references
    0 references
    0 references
    0 references
    dividends
    0 references
    spectrally negative Lévy processes
    0 references
    scale functions
    0 references
    periodic barrier strategies
    0 references
    stochastic control
    0 references
    0 references
    0 references
    0 references