Optimal periodic dividend strategies for spectrally positive Lévy risk processes with fixed transaction costs
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Publication:784453
DOI10.1016/J.INSMATHECO.2020.05.012zbMath1447.91126arXiv2003.13275OpenAlexW4233616496MaRDI QIDQ784453
Bernard Wong, Hayden Lau, Benjamin Avanzi
Publication date: 3 August 2020
Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2003.13275
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Optimal sizing of the sediment replenishment capacity based on robust ergodic control of subordinator-driven dynamics ⋮ On optimality of barrier dividend control under endogenous regime switching with application to Chapter 11 bankruptcy ⋮ On the optimality of joint periodic and extraordinary dividend strategies ⋮ Optimal periodic dividend strategies for spectrally negative Lévy processes with fixed transaction costs
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