Dividends with tax and capital injection in a spectrally negative Lévy risk model (Q4686499)
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scientific article; zbMATH DE number 6950456
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| English | Dividends with tax and capital injection in a spectrally negative Lévy risk model |
scientific article; zbMATH DE number 6950456 |
Statements
Dividends with tax and capital injection in a spectrally negative Lévy risk model (English)
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10 October 2018
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Lévy risk model
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dividends
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capital injections
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tax
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barrier strategy
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Hamilton-Jacobi-Bellman equation
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perturbed risk model
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0.8722719550132751
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0.8598398566246033
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0.8576015830039978
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0.8573923110961914
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0.8553208112716675
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