Journal article

Optimal periodic dividend and capital injection problem for spectrally positive Levy processes

Yongxia Zhao, Ping Chen, Hailiang Yang

Insurance: Mathematics and Economics | ELSEVIER SCIENCE BV | Published : 2017

University of Melbourne Researchers

Grants

Awarded by National Natural Science Foundation of China


Awarded by China Postdoctoral Science Foundation


Awarded by Natural Science Foundation of Shandong Province in China


Funding Acknowledgements

The authors acknowledge financial support of National Natural Science Foundation of China (11501321, 11571198, 71671082, 11501319), China Postdoctoral Science Foundation (2016M592157) and Natural Science Foundation of Shandong Province in China (ZR2014AM021).