An optimal dividends problem with transaction costs for spectrally negative Lévy processes
Author:
Publisher
Elsevier BV
Subject
Statistics, Probability and Uncertainty,Economics and Econometrics,Statistics and Probability
Reference26 articles.
1. A Lévy insurance risk process with tax;Albrecher;Journal of Applied Probability,2008
2. Optimal payout policy in presence of downside risk;Alvarez;Mathematical Methods of Operations Research,2009
3. On the optimal dividend problem for a spectrally negative Lévy process;Avram;Annals of Applied Probability,2007
4. Optimal reinsurance and dividend distribution policies in the Cramér-Lundberg model;Azcue;Mathematical Finance,2005
5. A continuous time inventory model;Bather;Journal of Applied Probability,1966
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4. A refracted Lévy process with delayed dividend pullbacks;Scandinavian Actuarial Journal;2023-01-03
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