On optimal periodic dividend and capital injection strategies for spectrally negative Lévy models
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Publication:4611286
DOI10.1017/JPR.2018.85zbMath1419.91380arXiv1801.00088OpenAlexW2962861682MaRDI QIDQ4611286
Kouji Yano, Kazutoshi Yamazaki, Kei Noba, José Luis Pérez Garmendia
Publication date: 17 January 2019
Published in: Journal of Applied Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1801.00088
Related Items (1)
Cites Work
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