On de Finetti's optimal impulse dividend control problem under Chapter 11 bankruptcy
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Publication:6184308
DOI10.1007/s10473-024-0112-4MaRDI QIDQ6184308
Wenyuan Wang, Ruixing Ming, Hu, Yijun
Publication date: 5 January 2024
Published in: Acta Mathematica Scientia. Series B. (English Edition) (Search for Journal in Brave)
impulse controlspectrally negative Lévy processde Finetti's dividend problemChapter 11 bankruptcydouble barrier strategy
Processes with independent increments; Lévy processes (60G51) Optimal stochastic control (93E20) Risk models (general) (91B05) Actuarial mathematics (91G05)
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