Optimal periodic dividend strategies for spectrally negative Lévy processes with fixed transaction costs
Year of publication: |
2021
|
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Authors: | Avanzi, Benjamin ; Lau, Hayden ; Wong, Bernard |
Published in: |
Scandinavian actuarial journal. - Stockholm : Taylor & Francis, ISSN 1651-2030, ZDB-ID 2029609-5. - Vol. 2021.2021, 8, p. 645-670
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Subject: | fixed transaction costs | Optimal periodic dividends | SNLP | Theorie | Theory | Transaktionskosten | Transaction costs | Dividende | Dividend |
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