Dividend and capital injection optimization with transaction cost for Lévy risk processes (Q2159454)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Dividend and capital injection optimization with transaction cost for Lévy risk processes |
scientific article |
Statements
Dividend and capital injection optimization with transaction cost for Lévy risk processes (English)
0 references
1 August 2022
0 references
spectrally negative Lévy process
0 references
de Finetti's optimal dividend problem
0 references
stochastic control
0 references
Hamilton-Jacobi-Bellman inequality
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
