Optimal periodic dividend strategies for spectrally positive Lévy risk processes with fixed transaction costs
Work
Year: 2020
Type: article
Authors Benjamin Avanzi, Hayden Lau, Bernard Wong
Institutions The University of Melbourne, UNSW Sydney
Cites: 34
Cited by: 6
Related to: 10
FWCI: 0.791
Citation percentile (by year/subfield): 70.29
Topic: Probability and Risk Models
Field: Decision Sciences
Domain: Social Sciences
Open Access status: green