On optimal periodic dividend and capital injection strategies for spectrally negative Lévy models (Q4611286)
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scientific article; zbMATH DE number 7003008
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| English | On optimal periodic dividend and capital injection strategies for spectrally negative Lévy models |
scientific article; zbMATH DE number 7003008 |
Statements
On optimal periodic dividend and capital injection strategies for spectrally negative Lévy models (English)
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17 January 2019
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dividends
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capital injection
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spectrally negative Lévy process
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scale function
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periodic barrier strategy
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0.95169586
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0.9465352
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0.94283265
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0.93673706
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0.93275356
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0.92579687
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0.92298126
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