ON THE OPTIMAL DIVIDEND PROBLEM FOR A SPECTRALLY POSITIVE LÉVY PROCESS (Q5214827)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 7163349
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | ON THE OPTIMAL DIVIDEND PROBLEM FOR A SPECTRALLY POSITIVE LÉVY PROCESS |
scientific article; zbMATH DE number 7163349 |
Statements
ON THE OPTIMAL DIVIDEND PROBLEM FOR A SPECTRALLY POSITIVE LÉVY PROCESS (English)
0 references
5 February 2020
0 references
threshold strategy
0 references
dual model
0 references
optimal dividend strategy
0 references
scale functions
0 references
spectrally positive Lévy process
0 references
stochastic control
0 references
0 references
0 references
0.98656607
0 references
0.9794514
0 references
0.95130527
0 references
0.9491889
0 references
0.9447855
0 references
0.9430994
0 references
0.94164735
0 references
0 references
0.9256182
0 references
