Matches in SemOpenAlex for { <https://semopenalex.org/work/W2799398825> ?p ?o ?g. }
Showing items 1 to 87 of
87
with 100 items per page.
- W2799398825 endingPage "535" @default.
- W2799398825 startingPage "517" @default.
- W2799398825 abstract "<p style='text-indent:20px;'>This paper focuses on optimal threshold strategies for a spectrally negative Lévy (SNL) risk process with capital injections and proportional transaction costs. Restricted to solvency constraint, our model requires the shareholders of dividends prevent ruin by injecting capitals. Value function of the firm is assumed to be an expected discounted total [dividends less discounted capital injection]. Under such a setup, we derive certain key identities in connection with value function of the firm of a maximum dividend rate. Under restricted dividend rates and capital injection, we give analytical description of the maximum value function of the firm and the optimal threshold strategy explicitly." @default.
- W2799398825 created "2018-05-17" @default.
- W2799398825 creator A5008853967 @default.
- W2799398825 creator A5089327966 @default.
- W2799398825 date "2019-01-01" @default.
- W2799398825 modified "2023-10-14" @default.
- W2799398825 title "Optimal threshold strategies with capital injections in a spectrally negative Lévy risk model" @default.
- W2799398825 doi "https://doi.org/10.3934/jimo.2018055" @default.
- W2799398825 hasPublicationYear "2019" @default.
- W2799398825 type Work @default.
- W2799398825 sameAs 2799398825 @default.
- W2799398825 citedByCount "4" @default.
- W2799398825 countsByYear W27993988252019 @default.
- W2799398825 countsByYear W27993988252020 @default.
- W2799398825 countsByYear W27993988252021 @default.
- W2799398825 countsByYear W27993988252023 @default.
- W2799398825 crossrefType "journal-article" @default.
- W2799398825 hasAuthorship W2799398825A5008853967 @default.
- W2799398825 hasAuthorship W2799398825A5089327966 @default.
- W2799398825 hasBestOaLocation W27993988251 @default.
- W2799398825 hasConcept C10138342 @default.
- W2799398825 hasConcept C105795698 @default.
- W2799398825 hasConcept C116168712 @default.
- W2799398825 hasConcept C14036430 @default.
- W2799398825 hasConcept C144237770 @default.
- W2799398825 hasConcept C14646407 @default.
- W2799398825 hasConcept C149782125 @default.
- W2799398825 hasConcept C162324750 @default.
- W2799398825 hasConcept C166957645 @default.
- W2799398825 hasConcept C175444787 @default.
- W2799398825 hasConcept C183582576 @default.
- W2799398825 hasConcept C26517878 @default.
- W2799398825 hasConcept C2776291640 @default.
- W2799398825 hasConcept C2778215004 @default.
- W2799398825 hasConcept C33923547 @default.
- W2799398825 hasConcept C38652104 @default.
- W2799398825 hasConcept C41008148 @default.
- W2799398825 hasConcept C556758197 @default.
- W2799398825 hasConcept C78458016 @default.
- W2799398825 hasConcept C83646750 @default.
- W2799398825 hasConcept C86803240 @default.
- W2799398825 hasConcept C95457728 @default.
- W2799398825 hasConcept C98965940 @default.
- W2799398825 hasConceptScore W2799398825C10138342 @default.
- W2799398825 hasConceptScore W2799398825C105795698 @default.
- W2799398825 hasConceptScore W2799398825C116168712 @default.
- W2799398825 hasConceptScore W2799398825C14036430 @default.
- W2799398825 hasConceptScore W2799398825C144237770 @default.
- W2799398825 hasConceptScore W2799398825C14646407 @default.
- W2799398825 hasConceptScore W2799398825C149782125 @default.
- W2799398825 hasConceptScore W2799398825C162324750 @default.
- W2799398825 hasConceptScore W2799398825C166957645 @default.
- W2799398825 hasConceptScore W2799398825C175444787 @default.
- W2799398825 hasConceptScore W2799398825C183582576 @default.
- W2799398825 hasConceptScore W2799398825C26517878 @default.
- W2799398825 hasConceptScore W2799398825C2776291640 @default.
- W2799398825 hasConceptScore W2799398825C2778215004 @default.
- W2799398825 hasConceptScore W2799398825C33923547 @default.
- W2799398825 hasConceptScore W2799398825C38652104 @default.
- W2799398825 hasConceptScore W2799398825C41008148 @default.
- W2799398825 hasConceptScore W2799398825C556758197 @default.
- W2799398825 hasConceptScore W2799398825C78458016 @default.
- W2799398825 hasConceptScore W2799398825C83646750 @default.
- W2799398825 hasConceptScore W2799398825C86803240 @default.
- W2799398825 hasConceptScore W2799398825C95457728 @default.
- W2799398825 hasConceptScore W2799398825C98965940 @default.
- W2799398825 hasIssue "2" @default.
- W2799398825 hasLocation W27993988251 @default.
- W2799398825 hasOpenAccess W2799398825 @default.
- W2799398825 hasPrimaryLocation W27993988251 @default.
- W2799398825 hasRelatedWork W1999140706 @default.
- W2799398825 hasRelatedWork W2023166712 @default.
- W2799398825 hasRelatedWork W2153554805 @default.
- W2799398825 hasRelatedWork W2192626524 @default.
- W2799398825 hasRelatedWork W282484572 @default.
- W2799398825 hasRelatedWork W2884718763 @default.
- W2799398825 hasRelatedWork W3124546593 @default.
- W2799398825 hasRelatedWork W3124746325 @default.
- W2799398825 hasRelatedWork W4379348991 @default.
- W2799398825 hasRelatedWork W3123620139 @default.
- W2799398825 hasVolume "15" @default.
- W2799398825 isParatext "false" @default.
- W2799398825 isRetracted "false" @default.
- W2799398825 magId "2799398825" @default.
- W2799398825 workType "article" @default.