Optimal dividends and capital injection: A general Lévy model with extensions to regime-switching models

Saved in:
Bibliographic Details
Published in:Insurance: Mathematics and Economics Vol. 119; pp. 210 - 225
Main Authors: Dante Mata López, Kei Noba, José-Luis Pérez, Kazutoshi Yamazaki
Format: Journal Article
Language:Japanese
Published: Elsevier BV 01.01.2023
Subjects:
FOS: Mathematics
Probability (math.PR)
ISSN:0167-6687
Online Access:Get full text
Tags: Add Tag
No Tags, Be the first to tag this record!
Description
ISSN:0167-6687
DOI:10.48550/arxiv.2306.12374