Optimal dividends and capital injections for a spectrally positive Lévy process

DOI10.3934/jimo.2016001zbMath1362.93171OpenAlexW2325411305MaRDI QIDQ2358466

Yongxia Zhao, Chuan-Cun Yin, Rong-Ming Wang

Publication date: 15 June 2017

Published in: Journal of Industrial and Management Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3934/jimo.2016001

zbMATH Keywords

Lévy processscale functiondividendcapital injection

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Optimal stochastic control (93E20) Financial applications of other theories (91G80)

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