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

Autor: Mata López, Dante1 (AUTHOR) mata_lopez.dante@uqam.ca, Noba, Kei2 (AUTHOR) knoba@ism.ac.jp, Pérez, José-Luis1,3 (AUTHOR) jluis.garmendia@cimat.mx, Yamazaki, Kazutoshi4 (AUTHOR) k.yamazaki@uq.edu.au
Zdroj: Insurance: Mathematics & Economics. Nov2024, Vol. 119, p210-225. 16p.
Databáze: Business Source Ultimate
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