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- W2570623303 abstract "Avanzi et al. (2016) recently studied the optimal dividend problem where dividends can be paid both periodically and continuously at different transaction costs. In the Brownian model with Poissonian periodic dividend payment opportunities, they showed that the optimal strategy is of pure-continuous, pure-periodic or hybrid-barrier-type. In this paper, we generalize their results to the dual (spectrally positive L'evy) model. The optimal strategy is again of hybrid-barrier-type and can be concisely expressed using the scale function. The results are confirmed through a sequence of numerical experiments." @default.
- W2570623303 created "2017-01-13" @default.
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- W2570623303 date "2016-12-07" @default.
- W2570623303 modified "2023-10-01" @default.
- W2570623303 title "Optimality of hybrid continuous and periodic barrier strategies in the dual model" @default.
- W2570623303 hasPublicationYear "2016" @default.
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