2 problems

Let a controlled Lévy process start from an initial surplus, and consider a double-barrier strategy with periodic dividend payments above an upper barrier and continuous capital in…

Let $\boldsymbol{b}^{*}=(b^{*}_{1},b^{*}_{2})$ and let $u^{boldsymbol{b}^{}}{alpha}$ be the expected net present value associated with the candidate optimal periodic…