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ON OPTIMAL DIVIDENDS IN THE DUAL MODEL - MaRDI portal

ON OPTIMAL DIVIDENDS IN THE DUAL MODEL (Q5398355)

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scientific article; zbMATH DE number 6262181
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English
ON OPTIMAL DIVIDENDS IN THE DUAL MODEL
scientific article; zbMATH DE number 6262181

    Statements

    title
    ON OPTIMAL DIVIDENDS IN THE DUAL MODEL (English)
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    author
    Erhan Bayraktar
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    Andreas E. Kyprianou
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    Kazutoshi Yamazaki
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    publication date
    27 February 2014
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    zbMATH Keywords
    dual model
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    dividends
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    capital injections
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    spectrally positive Lévy processes
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    scale functions
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    Identifiers

    DOI
    10.1017/asb.2013.17
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    Mathematics Subject Classification ID
    91G50
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    60G51
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    91B30
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    zbMATH DE Number
    6262181
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    OpenAlex ID
    W3123468391
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    arXiv ID
    1211.7365
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