Optimal periodic dividend strategies for spectrally positive Lévy risk processes with fixed transaction costs
Benjamin Avanzi, Hayden Lau, Bernard Wong
| Year of publication: |
2020
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|---|---|
| Authors: | Avanzi, Benjamin ; Lau, Hayden ; Wong, Bernard |
| Published in: |
Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 93.2020, p. 315-332
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| Subject: | Dual risk model | Fixed transaction costs | Optimal dividends | Periodic dividends | SPLP | Theorie | Theory | Dividende | Dividend | Transaktionskosten | Transaction costs | Portfolio-Management | Portfolio selection |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.insmatheco.2020.05.012 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012294138