An Optimal Dividends Problem with a Terminal Value for Spectrally Negative Lévy Processes with a Completely Monotone Jump Density (Q3621149)
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scientific article; zbMATH DE number 5543695
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| English | An Optimal Dividends Problem with a Terminal Value for Spectrally Negative Lévy Processes with a Completely Monotone Jump Density |
scientific article; zbMATH DE number 5543695 |
Statements
An Optimal Dividends Problem with a Terminal Value for Spectrally Negative Lévy Processes with a Completely Monotone Jump Density (English)
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14 April 2009
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Levy process
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stochastic control
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divident problem
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complete monotonicity
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0.96153605
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0.9547678
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0.9447855
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0.93403006
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0.9081794
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0.9069127
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0.9034804
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0.9029179
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0.9028405
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