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Optimal dividends in the dual model under transaction costs |
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| Affiliation: | 1. School of Risk and Actuarial Studies, University of New South Wales Sydney, NSW 2052, Australia;2. Department of Actuarial Studies and Business Analytics, Faculty of Business and Economics, Macquarie University, NSW 2109, Australia;3. Department of Statistics and Actuarial Science, The University of Hong Kong, Pokfulam Road, Hong Kong |
| Abstract: | |
| Keywords: | Dual model Dividends Impulse control Spectrally positive Lévy processes Scale functions |
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