An optimal dividends problem with transaction costs for spectrally negative Lévy processes
type: Item
instance of: scholarly article
title: An optimal dividends problem with transaction costs for spectrally negative Lévy processes
zbMATH Open document ID: 1231.91211
published in: Insurance Mathematics \& Economics
publication date: 2012-02-10T00:00:00Z
full work available at URL: an-optimal-dividends-problem-with-transaction-costs-for-spectrally-negative-levy-processes(b94d69e2-d6e0-45ff-8a9b-2c8ba67cd9a2).html
Mathematics Subject Classification ID: 91B30
zbMATH DE Number: 6004616
zbMATH Keywords: Lévy process
zbMATH Keywords: stochastic control
zbMATH Keywords: impulse control
zbMATH Keywords: dividend problem
zbMATH Keywords: scale function
author: Ronnie Loeffen
MaRDI profile type: Publication
OpenAlex ID: W2058684461
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DOI: 10.1016/J.INSMATHECO.2009.03.002
description: scientific article; zbMATH DE number 6004616