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Dividend and Capital Injection Optimization with Transaction Cost for Lévy Risk Processes.
Wenyuan Wang
Yuebao Wang
Ping Chen
Xueyuan Wu
Published in:
J. Optim. Theory Appl. (2022)
Keyphrases
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transaction costs
portfolio management
optimization problems
optimization methods
data mining
long term
genetic algorithm
information systems
natural language processing
risk management
search costs
operational risk