Optimal dividend problem with a terminal value for spectrally positive Lévy processes (Q2015644)
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scientific article
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| English | Optimal dividend problem with a terminal value for spectrally positive Lévy processes |
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Optimal dividend problem with a terminal value for spectrally positive Lévy processes (English)
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23 June 2014
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barrier strategy
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dual model
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optimal dividend strategy
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scale functions
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spectrally positive Lévy process
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stochastic control
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0.9794514
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0.96681046
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0.96153605
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0.9409042
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0.9406208
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0.93984467
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0.9240835
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0.9173294
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