Optimal periodic dividend and capital injection problem for spectrally positive Lévy processes
Yongxia Zhao, Ping Chen, Hailiang Yang
| Year of publication: |
May 2017
|
|---|---|
| Authors: | Zhao, Yongxia ; Chen, Ping ; Yang, Hailiang |
| Published in: |
Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 74.2017, p. 135-146
|
| Subject: | Periodic dividend | Capital injection | Lévy process | Stochastic control | Scale function | Dividende | Dividend | Stochastischer Prozess | Stochastic process | Zeitreihenanalyse | Time series analysis | Optionspreistheorie | Option pricing theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.insmatheco.2017.03.006 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011712427