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Optimality of Threshold Strategies for Spectrally Negative Lévy Processes and a Positive Terminal Value at Creeping Ruin
North American Actuarial Journal Pub Date : 2023-10-13 , DOI: 10.1080/10920277.2023.2236669
Chong-Rui Zhu 1
Affiliation  

This article investigates a dividend optimization problem with a positive creeping-associated terminal value at ruin for spectrally negative Lévy processes. We consider an insurance company whose s...

中文翻译:

谱负征税过程阈值策略的最优性和蠕变废墟的正终值

本文研究了谱负 Lévy 过程的股利优化问题,该问题具有正的蠕变相关破产终值。我们考虑一家保险公司,其...
更新日期:2023-10-13
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