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Optionspreistheorie
Portfolio selection
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Stochastic process
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Stochastischer Prozess
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Theorie
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Barrier strategy
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Option pricing theory
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Spectrally positive Lévy process
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comonotonicity
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convex order
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distortion risk measure
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mutual exclusivity
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stop-loss order
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Doléans-Dade exponential
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Wen, Yuzhen
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Yin, Chuancun
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Zhao, Yongxia
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Astin bulletin : the journal of the International Actuarial Association
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Insurance / Mathematics & economics
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ECONIS (ZBW)
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Optimal dividend problem with a terminal value for spectrally positive Lévy processes
Yin, Chuancun
;
Wen, Yuzhen
- In:
Insurance / Mathematics & economics
53
(
2013
)
3
,
pp. 769-773
Persistent link: https://www.econbiz.de/10010227876
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On the optimal dividend problem for a spectrally positive Lévy process
Yin, Chuancun
;
Wen, Yuzhen
;
Zhao, Yongxia
- In:
Astin bulletin : the journal of the International …
44
(
2014
)
3
,
pp. 635-651
Persistent link: https://www.econbiz.de/10010407942
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