Optimal periodic dividend strategies for spectrally negative Lévy processes with fixed transaction costs
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Publication:5014491
DOI10.1080/03461238.2020.1869069zbMath1476.91119arXiv2004.01838OpenAlexW3013049684MaRDI QIDQ5014491
Bernard Wong, Hayden Lau, Benjamin Avanzi
Publication date: 8 December 2021
Published in: Scandinavian Actuarial Journal (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2004.01838
Related Items (3)
Parisian excursion with capital injection for drawdown reflected Lévy insurance risk process ⋮ A refracted Lévy process with delayed dividend pullbacks ⋮ On de Finetti's optimal impulse dividend control problem under Chapter 11 bankruptcy
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