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20172019
most citedOn optimal periodic dividend and capital injection strategies for spectrally negative Lévy models

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math.OC2018

Optimal periodic replenishment policies for spectrally positive Lévy demand processes

José-Luis Pérez, Kazutoshi Yamazaki, Alain Bensoussan

We consider a version of the stochastic inventory control problem for a spectrally positive Lévy demand process, in which the inventory can only be replenished at independent expon…