Optimal dividend policies for compound Poisson processes: the case of bounded dividend rates (Q2444704): Difference between revisions

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Latest revision as of 14:11, 7 July 2024

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Optimal dividend policies for compound Poisson processes: the case of bounded dividend rates
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    Optimal dividend policies for compound Poisson processes: the case of bounded dividend rates (English)
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    10 April 2014
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    Cramér-Lundberg process
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    insurance
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    bounded dividend rates
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    optimal investment policy
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    Hamilton-Jacobi-Bellman equation
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    viscosity solution
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    risk control
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    threshold strategy
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    band strategy
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