On optimal joint reflective and refractive dividend strategies in spectrally positive Lévy models (Q506083)
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scientific article
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| English | On optimal joint reflective and refractive dividend strategies in spectrally positive Lévy models |
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On optimal joint reflective and refractive dividend strategies in spectrally positive Lévy models (English)
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31 January 2017
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surplus models
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optimal dividends
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threshold strategy
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barrier strategy
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transaction costs
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0.8549767136573792
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0.8480387926101685
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0.8475362658500671
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0.8472041487693787
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0.8470593094825745
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