hyperexponential en · ADJ
Etymology
From hyper- + exponential.
Meanings
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(not-comparable, 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:
- (not-comparable) Pertaining to a hyperexponential distribution.