On optimality of the barrier strategy in de Finetti's dividend problem for spectrally negative Lévy processes (Q957513)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On optimality of the barrier strategy in de Finetti's dividend problem for spectrally negative Lévy processes |
scientific article |
Statements
On optimality of the barrier strategy in de Finetti's dividend problem for spectrally negative Lévy processes (English)
0 references
27 November 2008
0 references
Lévy process
0 references
stochastic control
0 references
dividend problem
0 references
scale function
0 references
complete monotonicity
0 references
0 references
0 references
0 references
0 references
