On capital injections and dividends with tax in a classical risk model (Q2374104): Difference between revisions

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Property / full work available at URL: https://doi.org/10.1016/j.insmatheco.2016.08.004 / rank
 
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Latest revision as of 02:48, 13 July 2024

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On capital injections and dividends with tax in a classical risk model
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    On capital injections and dividends with tax in a classical risk model (English)
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    14 December 2016
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    dividends
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    capital injections
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    tax
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    barrier strategy
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    Hamilton-Jacobi-Bellman equation
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