On the optimality of periodic barrier strategies for a spectrally positive Lévy process
Work
Year: 2017
Type: article
Authors José Luis Pérez, Kazutoshi Yamazaki
Institutions Mathematics Research Center, Kansai University
Cites: 27
Cited by: 41
Related to: 10
FWCI: 5.56
Citation percentile (by year/subfield): 93.92
Topic: Probability and Risk Models
Field: Decision Sciences
Domain: Social Sciences
Sustainable Development Goal Peace, justice, and strong institutions
Open Access status: green
Funders Ministry of Education, Culture, Sports, Science and Technology, Ministry of Education, Culture, Sports, Science and Technology, Consejo Nacional de Ciencia y Tecnología
Grant IDS 17K05377, 26800092, 241195