hyperexponential
adjEtymology From hyper- + exponential.
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Mathematics, Sciences Of an element "x" Having the property that δ(x)/x is in a specified set for all logarithmic derivatives δ.
- In this context, Avanzi et al. [4] solved the case with i.i.d. hyperexponential jumps; they showed the optimality of a (periodic) barrier strategy where dividends are paid at dividend-decision times if and only if the surplus is above some level.2016, José-Luis Pérez, Kazutoshi Yamazaki, “On the optimality of Periodic barrier strategies for a spectrally positive Lévy process”, in arXiv:
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Mathematics, Sciences Pertaining to a hyperexponential distribution.