On optimal periodic dividend and capital injection strategies for spectrally negative Lévy models
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DOI: 10.1017/jpr.2018.85
Abstract: Abstract De Finetti’s optimal dividend problem has recently been extended to the case when dividend payments can be made only at Poisson arrival times. In this paper we consider the version with bail-outs where the… read more here.
Keywords: spectrally negative; dividend capital; periodic dividend; optimal periodic ... See more keywords