Optimal periodic dividend and capital injection problem for spectrally positive Lévy processes

Title
Optimal periodic dividend and capital injection problem for spectrally positive Lévy processes
Authors
Keywords
Periodic dividend, Capital injection, Lévy process, Stochastic control, Scale function
Journal
INSURANCE MATHEMATICS & ECONOMICS
Volume 74, Issue -, Pages 135-146
Publisher
Elsevier BV
Online
2017-03-31
DOI
10.1016/j.insmatheco.2017.03.006

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