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On optimal periodic dividend and capital injection strategies for spectrally negative Lévy models.

Kei NobaJosé-Luis PérezKazutoshi YamazakiKouji Yano
Published in: J. Appl. Probab. (2018)
Keyphrases
  • optimal strategy
  • probabilistic model
  • complex systems
  • mathematical models
  • data sets
  • model selection
  • neural network
  • data mining
  • positive and negative
  • control strategies