On optimality of the barrier strategy for a general Lévy risk process (Q636448)
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scientific article
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| English | On optimality of the barrier strategy for a general Lévy risk process |
scientific article |
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On optimality of the barrier strategy for a general Lévy risk process (English)
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28 August 2011
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Lévy processes
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optimal dividend problem
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complete monotonicity
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barrier strategy
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scale function
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probability of ruin
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0.9203472137451172
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0.8969695568084717
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0.8827739953994751
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0.8825592398643494
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0.8807080388069153
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