Optimality of multi-refraction control strategies in the dual model
Year of publication: |
November 2018
|
---|---|
Authors: | Czarna, Irmina ; Pérez, José-Luis ; Yamazaki, Kazutoshi |
Published in: |
Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 83.2018, p. 148-160
|
Subject: | Dividends | Capital injection | Lévy processes | Scale functions | Dual model | Theorie | Theory | Dividende | Dividend | Stochastischer Prozess | Stochastic process |
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