On the Bailout Dividend Problem for Spectrally Negative Markov Additive Models (Q5106718)
From MaRDI portal
scientific article; zbMATH DE number 7191724
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the Bailout Dividend Problem for Spectrally Negative Markov Additive Models |
scientific article; zbMATH DE number 7191724 |
Statements
On the Bailout Dividend Problem for Spectrally Negative Markov Additive Models (English)
0 references
22 April 2020
0 references
refracted-reflected spectrally negative Lévy process
0 references
capital injection
0 references
absolutely continuous constraint
0 references
regime switching
0 references
fixed point argument
0 references
0 references
0 references
0 references
0 references
