Optimal dividends and capital injection: A general Lévy model with extensions to regime-switching models
Author:
Funder
Japan Society for the Promotion of Science
The University of Queensland
Publisher
Elsevier BV
Reference32 articles.
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3. Avram, F., Palmowski, Z., Pistorius, M.R. On the optimal dividend problem for a spectrally negative Lévy process. Annals of Applied Probability 17, 156-180, (2007).
4. Bertoin, J. Lévy processes Cambridge Tracts in Mathematics, (1997).
5. Biffis, E., Kyprianou, A.E. A note on scale functions and the time value of ruin for Lévy insurance risk processes. Insurance: Mathematics and Economics, 46 (1), 85–91, (2010).
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