Optimality of the barrier strategy in de Finetti's dividend problem for spectrally negative Lévy processes: an alternative approach (Q732157)
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scientific article; zbMATH DE number 5612616
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| English | Optimality of the barrier strategy in de Finetti's dividend problem for spectrally negative Lévy processes: an alternative approach |
scientific article; zbMATH DE number 5612616 |
Statements
Optimality of the barrier strategy in de Finetti's dividend problem for spectrally negative Lévy processes: an alternative approach (English)
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9 October 2009
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spectrally negative Lévy process
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optimal dividend problem
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scale function
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log-convexity
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complete monotonicity
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convexity
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barrier strategy
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0.9596542119979858
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0.9203472137451172
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0.9107738137245178
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0.9038842916488647
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0.8976792097091675
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