Dividend and capital injection optimization with transaction cost for Lévy risk processes (Q2159454)
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scientific article; zbMATH DE number 7565448
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| English | Dividend and capital injection optimization with transaction cost for Lévy risk processes |
scientific article; zbMATH DE number 7565448 |
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Dividend and capital injection optimization with transaction cost for Lévy risk processes (English)
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1 August 2022
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spectrally negative Lévy process
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de Finetti's optimal dividend problem
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stochastic control
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Hamilton-Jacobi-Bellman inequality
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0.8640078902244568
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0.8502541780471802
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0.8416263461112976
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0.8347697854042053
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0.8320414423942566
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