Optimal dividends and capital injection : a general Lévy model with extensions to regime-switching models
Dante Mata López, Kei Noba, José-Luis Pérez, Kazutoshi Yamazaki
| Year of publication: |
2024
|
|---|---|
| Authors: | Mata López, Dante ; Noba, Kei ; Pérez, José-Luis ; Yamazaki, Kazutoshi |
| Subject: | Lévy processes | Optimal dividends | Regime switching | Singular control | Dividende | Dividend | Theorie | Theory | Stochastischer Prozess | Stochastic process | Markov-Kette | Markov chain |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.insmatheco.2024.08.007 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015067263