General drawdown based dividend control with fixed transaction costs for spectrally negative Lévy risk processes
type: Item
instance of: scholarly article
title: General drawdown based dividend control with fixed transaction costs for spectrally negative Lévy risk processes
zbMATH Open document ID: 1499.60152
author: Wenyuan Wang
author: Ran Xu
published in: Journal of Industrial and Management Optimization
publication date: 2022-02-16T00:00:00Z
Mathematics Subject Classification ID: 60G51
Mathematics Subject Classification ID: 91G50
Mathematics Subject Classification ID: 60E10
zbMATH DE Number: 7475147
zbMATH Keywords: de Finetti's dividend problem
zbMATH Keywords: spectrally negative Lévy process
zbMATH Keywords: general drawdown time
zbMATH Keywords: impulse dividend strategy
MaRDI profile type: Publication
full work available at URL: jimo.2020179
OpenAlex ID: W3116781093
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DOI: 10.3934/JIMO.2020179
description: scientific article; zbMATH DE number 7475147