On optimal joint reflective and refractive dividend strategies in spectrally positive Lévy models (Q506083)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | On optimal joint reflective and refractive dividend strategies in spectrally positive Lévy models |
scientific article |
Statements
On optimal joint reflective and refractive dividend strategies in spectrally positive Lévy models (English)
0 references
31 January 2017
0 references
surplus models
0 references
optimal dividends
0 references
threshold strategy
0 references
barrier strategy
0 references
transaction costs
0 references
0 references
0 references
0 references