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- W3182132712 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.
- W3182132712 created "2021-07-19" @default.
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- W3182132712 date "2018-01-01" @default.
- W3182132712 modified "2023-09-27" @default.
- W3182132712 title "Optimality of Hybrid Continuous and Periodic Barrier Strategies in the Dual Model" @default.
- W3182132712 doi "https://doi.org/10.2139/ssrn.3389825" @default.
- W3182132712 hasPublicationYear "2018" @default.
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