On the Bailout Dividend Problem for Spectrally Negative Markov Additive Models (Q5106718)
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scientific article; zbMATH DE number 7191724
Language | Label | Description | Also known as |
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English | On the Bailout Dividend Problem for Spectrally Negative Markov Additive Models |
scientific article; zbMATH DE number 7191724 |
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On the Bailout Dividend Problem for Spectrally Negative Markov Additive Models (English)
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22 April 2020
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refracted-reflected spectrally negative Lévy process
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capital injection
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absolutely continuous constraint
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regime switching
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fixed point argument
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