Optimality of the barrier strategy in de Finetti's dividend problem for spectrally negative Lévy processes: an alternative approach
type: Item
instance of: scholarly article
title: Optimality of the barrier strategy in de Finetti's dividend problem for spectrally negative Lévy processes: an alternative approach
zbMATH Open document ID: 1176.60034
published in: Journal of Computational and Applied Mathematics
publication date: 2009-10-09T00:00:00Z
Mathematics Subject Classification ID: 60G51
Mathematics Subject Classification ID: 93E20
zbMATH DE Number: 5612616
zbMATH Keywords: spectrally negative Lévy process
zbMATH Keywords: optimal dividend problem
zbMATH Keywords: scale function
zbMATH Keywords: log-convexity
zbMATH Keywords: complete monotonicity
zbMATH Keywords: convexity
zbMATH Keywords: barrier strategy
author: Chuancun Yin
author: Chunwei Wang
MaRDI profile type: Publication
full work available at URL: j.cam.2009.07.051
OpenAlex ID: W2044187775
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DOI: 10.1016/J.CAM.2009.07.051
description: scientific article; zbMATH DE number 5612616