{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2026,3,31]],"date-time":"2026-03-31T18:09:55Z","timestamp":1774980595691,"version":"3.50.1"},"reference-count":17,"publisher":"Cambridge University Press (CUP)","issue":"4","license":[{"start":{"date-parts":[[2019,1,16]],"date-time":"2019-01-16T00:00:00Z","timestamp":1547596800000},"content-version":"unspecified","delay-in-days":46,"URL":"https:\/\/2.zoppoz.workers.dev:443\/https\/www.cambridge.org\/core\/terms"}],"content-domain":{"domain":[],"crossmark-restriction":false},"short-container-title":["J. Appl. Probab."],"published-print":{"date-parts":[[2018,12]]},"abstract":"<jats:title>Abstract<\/jats:title><jats:p>\nDe Finetti\u2019s optimal dividend problem has recently been extended to the case when dividend payments can be made only at Poisson arrival times. In this paper we consider the version with bail-outs where the surplus must be nonnegative uniformly in time. For a general spectrally negative L\u00e9vy model, we show the optimality of a Parisian-classical reflection strategy that pays the excess above a given barrier at each Poisson arrival time and also reflects from below at 0 in the classical sense.\n<\/jats:p>","DOI":"10.1017\/jpr.2018.85","type":"journal-article","created":{"date-parts":[[2019,1,16]],"date-time":"2019-01-16T11:16:27Z","timestamp":1547637387000},"page":"1272-1286","source":"Crossref","is-referenced-by-count":10,"title":["On optimal periodic dividend and capital injection strategies for spectrally negative L\u00e9vy models"],"prefix":"10.1017","volume":"55","author":[{"given":"Kei","family":"Noba","sequence":"first","affiliation":[],"role":[{"role":"author","vocabulary":"crossref"}]},{"given":"Jos\u00e9-Luis","family":"P\u00e9rez","sequence":"additional","affiliation":[],"role":[{"role":"author","vocabulary":"crossref"}]},{"given":"Kazutoshi","family":"Yamazaki","sequence":"additional","affiliation":[],"role":[{"role":"author","vocabulary":"crossref"}]},{"given":"Kouji","family":"Yano","sequence":"additional","affiliation":[],"role":[{"role":"author","vocabulary":"crossref"}]}],"member":"56","published-online":{"date-parts":[[2019,1,16]]},"reference":[{"key":"S0021900218000852_ref16","doi-asserted-by":"publisher","DOI":"10.3390\/risks6020033"},{"key":"S0021900218000852_ref15","doi-asserted-by":"publisher","DOI":"10.1016\/j.insmatheco.2017.08.001"},{"key":"S0021900218000852_ref14","doi-asserted-by":"publisher","DOI":"10.1016\/j.insmatheco.2018.02.004"},{"key":"S0021900218000852_ref13","doi-asserted-by":"publisher","DOI":"10.2307\/3214794"},{"key":"S0021900218000852_ref11","doi-asserted-by":"publisher","DOI":"10.1142\/S0219024915500326"},{"key":"S0021900218000852_ref7","doi-asserted-by":"publisher","DOI":"10.1016\/j.cam.2013.12.044"},{"key":"S0021900218000852_ref6","doi-asserted-by":"publisher","DOI":"10.1007\/s00440-010-0289-4"},{"key":"S0021900218000852_ref5","doi-asserted-by":"publisher","DOI":"10.1016\/j.insmatheco.2013.11.007"},{"key":"S0021900218000852_ref4","doi-asserted-by":"publisher","DOI":"10.1214\/105051606000000709"},{"key":"S0021900218000852_ref3","doi-asserted-by":"publisher","DOI":"10.1016\/j.insmatheco.2014.01.005"},{"key":"S0021900218000852_ref2","first-page":"645","article-title":"Randomized observation periods for the compound Poisson risk model dividends","volume":"41","author":"Albrecher","year":"2011","journal-title":"ASTIN Bull."},{"key":"S0021900218000852_ref1","doi-asserted-by":"publisher","DOI":"10.1524\/stnd.2011.1097"},{"key":"S0021900218000852_ref8","doi-asserted-by":"publisher","DOI":"10.1080\/17442508.2011.653566"},{"key":"S0021900218000852_ref12","doi-asserted-by":"publisher","DOI":"10.1016\/j.spa.2013.11.005"},{"key":"S0021900218000852_ref9","doi-asserted-by":"publisher","DOI":"10.1007\/978-3-642-31407-0_2"},{"key":"S0021900218000852_ref17","doi-asserted-by":"publisher","DOI":"10.1007\/978-3-662-10061-5"},{"key":"S0021900218000852_ref10","doi-asserted-by":"publisher","DOI":"10.1007\/978-3-642-37632-0"}],"container-title":["Journal of Applied Probability"],"original-title":[],"language":"en","link":[{"URL":"https:\/\/2.zoppoz.workers.dev:443\/https\/www.cambridge.org\/core\/services\/aop-cambridge-core\/content\/view\/S0021900218000852","content-type":"unspecified","content-version":"vor","intended-application":"similarity-checking"}],"deposited":{"date-parts":[[2019,4,12]],"date-time":"2019-04-12T22:36:17Z","timestamp":1555108577000},"score":1,"resource":{"primary":{"URL":"https:\/\/2.zoppoz.workers.dev:443\/https\/www.cambridge.org\/core\/product\/identifier\/S0021900218000852\/type\/journal_article"}},"subtitle":[],"short-title":[],"issued":{"date-parts":[[2018,12]]},"references-count":17,"journal-issue":{"issue":"4","published-print":{"date-parts":[[2018,12]]}},"alternative-id":["S0021900218000852"],"URL":"https:\/\/2.zoppoz.workers.dev:443\/https\/doi.org\/10.1017\/jpr.2018.85","relation":{},"ISSN":["0021-9002","1475-6072"],"issn-type":[{"value":"0021-9002","type":"print"},{"value":"1475-6072","type":"electronic"}],"subject":[],"published":{"date-parts":[[2018,12]]}}}