On optimal joint reflective and refractive dividend strategies in spectrally positive Lévy models
Benjamin Avanzi, José-Luis Pérez, Bernard Wong, Kazutoshi Yamazaki
| Year of publication: |
January 2017
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|---|---|
| Authors: | Avanzi, Benjamin ; Pérez, José-Luis ; Wong, Bernard ; Yamazaki, Kazutoshi |
| Published in: |
Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 72.2017, p. 148-162
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| Subject: | Surplus models | Optimal dividends | Threshold strategy | Barrier strategy | Transaction costs | Dividende | Dividend | Transaktionskosten | Theorie | Theory | Portfolio-Management | Portfolio selection |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.insmatheco.2016.10.010 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011694419