On the optimal dividend problem for a spectrally positive Lévy process
By Chuancun Yin, Yuzhen Wen and Yongxia Zhao
| Year of publication: |
2014
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|---|---|
| Authors: | Yin, Chuancun ; Wen, Yuzhen ; Zhao, Yongxia |
| Published in: |
Astin bulletin : the journal of the International Actuarial Association. - Cambridge : Cambridge University Press, ISSN 0515-0361, ZDB-ID 419201-1. - Vol. 44.2014, 3, p. 635-651
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| Subject: | Threshold strategy | dual model | optimal dividend strategy | scale functions | spectrally positive Lévy process | stochastic control | Dividende | Dividend | Stochastischer Prozess | Stochastic process | Theorie | Theory | Portfolio-Management | Portfolio selection | Zeitreihenanalyse | Time series analysis |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10010407942