An optimal dividends problem with transaction costs for spectrally negative Lévy processes

DOI10.1016/j.insmatheco.2009.03.002zbMath1231.91211OpenAlexW2058684461MaRDI QIDQ659091

Ronnie Loeffen

Publication date: 10 February 2012

Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)

Full work available at URL: https://www.research.manchester.ac.uk/portal/en/publications/an-optimal-dividends-problem-with-transaction-costs-for-spectrally-negative-levy-processes(b94d69e2-d6e0-45ff-8a9b-2c8ba67cd9a2).html

zbMATH Keywords

stochastic controlLévy processscale functionimpulse controldividend problem

Mathematics Subject Classification ID

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