ON OPTIMAL DIVIDENDS IN THE DUAL MODEL

DOI10.1017/asb.2013.17zbMath1283.91192arXiv1211.7365OpenAlexW3123468391MaRDI QIDQ5398355

Kazutoshi Yamazaki, Andreas E. Kyprianou, Erhan Bayraktar

Publication date: 27 February 2014

Published in: ASTIN Bulletin (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1211.7365

zbMATH Keywords

capital injectionsdual modelscale functionsdividendsspectrally positive Lévy processes

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Corporate finance (dividends, real options, etc.) (91G50)

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