Open AccessEquilibrium periodic dividend strategies with non-exponential discounting for spectrally positive Lévy processes
Author(s) -
Wenhui Zhong,
Yongxia Zhao,
Ping Chen
Publication year - 2021
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.2020087
Subject(s) - hamilton–jacobi–bellman equation , bellman equation , exponential function , discounting , mathematics , dividend , poisson distribution , function (biology) , mathematical economics , mathematical optimization , mathematical analysis , economics , finance , statistics , evolutionary biology , biology