On the optimality of periodic barrier strategies for a spectrally positive Lévy process (Q1681080)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the optimality of periodic barrier strategies for a spectrally positive Lévy process |
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On the optimality of periodic barrier strategies for a spectrally positive Lévy process (English)
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23 November 2017
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dividends
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capital injection
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Lévy processes
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scale functions
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dual model
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