Distributional Study of De Finetti's Dividend Problem for a General Lévy Insurance Risk Process

• 資料種別: 記事
• タイトル: Distributional Study of De Finetti's Dividend Problem for a General Lévy Insurance Risk Process
• 著者標目: A. E. Kyprianou; Z. Palmowski
• 出版年月日等: 2007-06
• 出版年（W3CDTF）: 2007-06
• タイトル（掲載誌）: Journal of Applied Probability
• 巻号年月日等（掲載誌）: 44 2
• 掲載巻: 44
• 掲載号: 2
• 掲載ページ: 428-443
• 掲載年月日（W3CDTF）: 2007-06
• ISSN（掲載誌）: 00219002
• 出版事項（掲載誌）: Cambridge University Press (CUP)
• 対象利用者: 一般
• DOI: 10.1239/jap/1183667412
• 作成日（W3CDTF）: 2007-10-17
• 著作権情報: https://www.cambridge.org/core/terms
• 関連情報（URI）: https://www.cambridge.org/core/services/aop-cambridge-core/content/view/S0021900200117930
• 参照: Phase-type fitting of scale functions for spectrally negative Lévy processes; https://cir.nii.ac.jp/crid/1360002215842010112; Precautionary measures for credit risk management in jump models; https://cir.nii.ac.jp/crid/1360002217361312256; American step-up and step-down default swaps under Lévy models; https://cir.nii.ac.jp/crid/1360285709237298432; Default swap games driven by spectrally negative Lévy processes; https://cir.nii.ac.jp/crid/1360567182462641024
• 連携機関・データベース: 国立情報学研究所 : CiNii Research
• 提供元機関・データベース: Crossref; https://www.crossref.org

• 要約等: <jats:p>We provide a distributional study of the solution to the classical control problem due to De Finetti (1957), Gerber (1969), Azcue and Muler (2...