Optimal periodic dividend and capital injection problem for spectrally positive Lévy processes (Q2397860)
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scientific article; zbMATH DE number 6722903
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| English | Optimal periodic dividend and capital injection problem for spectrally positive Lévy processes |
scientific article; zbMATH DE number 6722903 |
Statements
Optimal periodic dividend and capital injection problem for spectrally positive Lévy processes (English)
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24 May 2017
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periodic dividend
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capital injection
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Lévy process
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stochastic control
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scale function
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0.9444082975387572
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0.8878362774848938
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0.8729687333106995
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0.8702998161315918
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