A refracted Lévy process with delayed dividend pullbacks (Q6096082)
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scientific article; zbMATH DE number 7736037
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A refracted Lévy process with delayed dividend pullbacks |
scientific article; zbMATH DE number 7736037 |
Statements
A refracted Lévy process with delayed dividend pullbacks (English)
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11 September 2023
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spectrally negative Lévy process
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refraction
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threshold dividend strategy
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delayed dividend pullbacks
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