Optimal dividend problem with a terminal value for spectrally positive Lévy processes
Chuancun Yin; Yuzhen Wen
| Year of publication: |
2013
|
|---|---|
| Authors: | Yin, Chuancun ; Wen, Yuzhen |
| Published in: |
Insurance. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 53.2013, 3, p. 769-773
|
| Subject: | Barrier strategy | Dual model | Optimal dividend strategy | Scale functions | Spectrally positive Lévy process | Stochastic control | Dividende | Dividend | Stochastischer Prozess | Stochastic process | Optionspreistheorie | Option pricing theory | Portfolio-Management | Portfolio selection |
| 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/10010227876