Stochastic control for spectrally negative Lévy processes
Three optimal dividend models are considered for which the underlying risk process is a spectrally negative Levy process. The first one concerns the classical dividends problem of de Finetti for which we give sufficient conditions under which the optimal strategy is of barrier type. As a consequence...
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University of Bath
2008
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| Online Access: | http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.505712 |