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REFRACTION–REFLECTION STRATEGIES IN THE DUAL MODEL - MaRDI portal

REFRACTION–REFLECTION STRATEGIES IN THE DUAL MODEL (Q4563792)

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scientific article; zbMATH DE number 6880351
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REFRACTION–REFLECTION STRATEGIES IN THE DUAL MODEL
scientific article; zbMATH DE number 6880351

    Statements

    title
    REFRACTION–REFLECTION STRATEGIES IN THE DUAL MODEL (English)
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    publication date
    4 June 2018
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    zbMATH Keywords
    dividends
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    capital injection
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    refracted-reflected Lévy processes
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    scale functions
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    dual model
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    cites work
    Q2890528
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    Q4888858
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    Q3412812
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    Identifiers

    DOI
    10.1017/asb.2016.28
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    Mathematics Subject Classification ID
    91B30
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    60G51
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    91G50
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    93E20
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    zbMATH DE Number
    6880351
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    OpenAlex ID
    W2963087091
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    arXiv ID
    1511.07918
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