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subject:"Theory"
~person:"Avanzi, Benjamin"
~subject:"Wertpapierhandel"
~type_genre:"Aufsatz in Zeitschrift"
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Avanzi, Benjamin
Jouini, Elyès
12
Kabanov, Jurij M.
12
Williamson, Oliver E.
11
Yang, Xiaokai
11
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9
Muhle-Karbe, Johannes
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Weber, Libby
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Brousseau, Éric
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Campi, Luciano
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Dai, Min
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Optimal periodic dividend strategies for spectrally negative Lévy processes with fixed transaction costs
Avanzi, Benjamin
;
Lau, Hayden
;
Wong, Bernard
- In:
Scandinavian actuarial journal
2021
(
2021
)
8
,
pp. 645-670
Persistent link: https://www.econbiz.de/10012653664
Saved in:
2
On the optimality of joint periodic and extraordinary dividend strategies
Avanzi, Benjamin
;
Lau, Hayden
;
Wong, Bernard
- In:
European journal of operational research : EJOR
295
(
2021
)
3
,
pp. 1189-1210
Persistent link: https://www.econbiz.de/10012622451
Saved in:
3
Optimal periodic dividend strategies for spectrally positive Lévy risk processes with fixed transaction costs
Avanzi, Benjamin
;
Lau, Hayden
;
Wong, Bernard
- In:
Insurance / Mathematics & economics
93
(
2020
),
pp. 315-332
Persistent link: https://www.econbiz.de/10012294138
Saved in:
4
On optimal joint reflective and refractive dividend strategies in spectrally positive Lévy models
Avanzi, Benjamin
;
Pérez, José-Luis
;
Wong, Bernard
; …
- In:
Insurance / Mathematics & economics
72
(
2017
),
pp. 148-162
Persistent link: https://www.econbiz.de/10011694419
Saved in:
5
On the interface between optimal periodic and continuous dividend strategies in the presence of transaction costs
Avanzi, Benjamin
;
Tu, Vincent
;
Wong, Bernard
- In:
Astin bulletin : the journal of the International …
46
(
2016
)
3
,
pp. 709-746
Persistent link: https://www.econbiz.de/10011669766
Saved in:
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