On optimality of the barrier strategy in de Finetti's dividend problem for spectrally negative Lévy processes (Q957513)
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scientific article
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| English | On optimality of the barrier strategy in de Finetti's dividend problem for spectrally negative Lévy processes |
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On optimality of the barrier strategy in de Finetti's dividend problem for spectrally negative Lévy processes (English)
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27 November 2008
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Lévy process
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stochastic control
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dividend problem
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scale function
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complete monotonicity
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0.9596542119979858
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0.9131954908370972
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0.8969695568084717
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0.8794318437576294
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0.8783171772956848
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