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20202025
most citedOn the bailout dividend problem with periodic dividend payments for spectrally negative Markov additive processes

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math.PR2025

On optimal periodic dividend and capital injection strategies for general Lévy models

Dante Mata, Kei Noba, José-Luis Pérez

We consider a version of de Finetti's dividend problem, with the bail-out contraint to keep the surplus non-negative, and where dividend payments can only be made at the arrival ti…