英文标题：
《Hybrid continuous and periodic barrier strategies in the dual model:
  optimality and fluctuation identities》
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作者：
Jos\\\'e-Luis P\\\'erez and Kazutoshi Yamazaki
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最新提交年份：
2018
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英文摘要：
  Avanzi et al. (2016) recently studied an optimal dividend problem where dividends are paid both periodically and continuously with different transaction costs. In the Brownian model with Poissonian periodic dividend payment opportunities, they showed that the optimal strategy is either of the pure-continuous, pure-periodic, or hybrid-barrier type. In this paper, we generalize the results of their previous study to the dual (spectrally positive L\\\'evy) model. The optimal strategy is again of the hybrid-barrier type and can be concisely expressed using the scale function. These results are confirmed through a sequence of numerical experiments.
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中文摘要：
Avanzi et al.（2016）最近研究了一个最优股息问题，其中股息以不同的交易成本定期和连续支付。在具有泊松周期红利支付机会的布朗模型中，他们证明了最优策略是纯连续、纯周期或混合屏障类型。在本文中，我们将他们先前的研究结果推广到对偶（谱正L挈evy）模型。最优策略也是混合屏障类型，可以使用比例函数简洁地表示。这些结果通过一系列的数值实验得到了证实。
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分类信息：

一级分类：Mathematics        数学
二级分类：Optimization and Control        优化与控制
分类描述：Operations research, linear programming, control theory, systems theory, optimal control, game theory
运筹学，线性规划，控制论，系统论，最优控制，博弈论
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一级分类：Mathematics        数学
二级分类：Probability        概率
分类描述：Theory and applications of probability and stochastic processes: e.g. central limit theorems, large deviations, stochastic differential equations, models from statistical mechanics, queuing theory
概率论与随机过程的理论与应用：例如中心极限定理，大偏差，随机微分方程，统计力学模型，排队论
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一级分类：Quantitative Finance        数量金融学
二级分类：Risk Management        风险管理
分类描述：Measurement and management of financial risks in trading, banking, insurance, corporate and other applications
衡量和管理贸易、银行、保险、企业和其他应用中的金融风险
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