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• W2783527868 abstract "Avanzi et al. (2016) recently studied an optimal dividend problem where dividends are paid both periodically and continuously with different transaction costs. In the Brownian model with Poissonian periodic dividend payment opportunities, they showed that the optimal strategy is either of the pure-continuous, pure-periodic, or hybrid-barrier type. In this paper, we generalize the results of their previous study to the dual (spectrally positive Levy) model. The optimal strategy is again of the hybrid-barrier type and can be concisely expressed using the scale function. These results are confirmed through a sequence of numerical experiments." @default.
• W2783527868 created "2018-01-26" @default.
• W2783527868 creator A5006852482 @default.
• W2783527868 creator A5077063150 @default.
• W2783527868 date "2016-12-07" @default.
• W2783527868 modified "2023-09-27" @default.
• W2783527868 title "Hybrid continuous and periodic barrier strategies in the dual model: optimality and fluctuation identities" @default.
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• W2783527868 hasPublicationYear "2016" @default.
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