Optimality of impulse control problem in refracted Lévy model with Parisian ruin and transaction costs (Q2188956)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Optimality of impulse control problem in refracted Lévy model with Parisian ruin and transaction costs |
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Optimality of impulse control problem in refracted Lévy model with Parisian ruin and transaction costs |
scientific article |
Statements
Optimality of impulse control problem in refracted Lévy model with Parisian ruin and transaction costs (English)
0 references
15 June 2020
0 references
refracted Lévy process
0 references
Parisian ruin
0 references
dividend problem
0 references
impulse control
0 references
0 references
0 references
0.88736784
0 references
0.87463963
0 references
0.8738523
0 references
0.8725643
0 references
0.8714174
0 references
0.8671631
0 references
0.86551535
0 references
0.8641929
0 references
