Open AccessOptimal dividends and capital injections for a spectrally positive Lévy process
Author(s) -
Yongxia Zhao,
Rongming Wang,
Chuancun Yin
Publication year - 2017
Publication title -
journal of industrial and management optimization
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.325
H-Index - 32
eISSN - 1553-166X
pISSN - 1547-5816
DOI - 10.3934/jimo.2016001
Subject(s) - dividend , capital (architecture) , present value , economics , bellman equation , value (mathematics) , series (stratigraphy) , function (biology) , mathematical economics , mathematics , mathematical optimization , econometrics , finance , statistics , paleontology , archaeology , evolutionary biology , biology , history