The dividend function in the jump-diffusion dual model with barrier dividend strategy
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Publication:1030290
DOI10.1007/S10483-008-0913-ZzbMath1166.60325OpenAlexW2031154373MaRDI QIDQ1030290
Publication date: 1 July 2009
Published in: Applied Mathematics and Mechanics. (English Edition) (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10483-008-0913-z
Related Items (6)
Dividend payments until draw-down time for risk models driven by spectrally negative Lévy processes ⋮ Probability Density Function of a Non-profit Fund Surplus Under Hysteresis Surplus Control ⋮ Lévy risk model with two-sided jumps and a barrier dividend strategy ⋮ Optimal expected utility of dividend payments with proportional reinsurance under VaR constraints and stochastic interest rate ⋮ Optimal dividend problem with a terminal value for spectrally positive Lévy processes ⋮ Optimal dividend strategies in a dual model with capital injections
Cites Work
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