Optimal threshold strategies with capital injections in a spectrally negative Lévy risk model (Q2313748)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal threshold strategies with capital injections in a spectrally negative Lévy risk model |
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Optimal threshold strategies with capital injections in a spectrally negative Lévy risk model (English)
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23 July 2019
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spectrally negative Lévy process
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threshold strategy
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capital injection
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scale function
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fluctuation theory
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