منابع مشابه
On Optimal Dividends in the Dual Model By
We revisit the dividend payment problem in the dual model of Avanzi et al. ([2–4]). Using the !uctuation theory of spectrally positive Lévy processes, we give a short exposition in which we show the optimality of barrier strategies for all such Lévy processes. Moreover, we characterize the optimal barrier using the functional inverse of a scale function. We also consider the capital injection p...
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We analyze the optimal dividend payment problem in the dual model under constant transaction costs. We show, for a general spectrally positive Lévy process, an optimal strategy is given by a (c1, c2)-policy that brings the surplus process down to c1 whenever it reaches or exceeds c2 for some 0 ≤ c1 < c2. The value function is succinctly expressed in terms of the scale function. A series of nume...
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acknowledge the importance of e-commerce to their countries and to survival of their businesses and in creating and encouraging an atmosphere for the wide adoption and success of e-commerce in the long term. the investment for implementing e-commerce in the public sector is one of the areas which is focused in government‘s action plan for cross-disciplinary it development and e-readiness in go...
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چکیده ندارد.
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ژورنال
عنوان ژورنال: ASTIN Bulletin
سال: 2013
ISSN: 0515-0361,1783-1350
DOI: 10.1017/asb.2013.17