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- W3126090998 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.
- W3126090998 created "2021-02-01" @default.
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- W3126090998 date "2016-12-01" @default.
- W3126090998 modified "2023-09-27" @default.
- W3126090998 title "Optimality of hybrid continuous and periodic barrier strategies in the dual model" @default.
- W3126090998 hasPublicationYear "2016" @default.
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