On maximizing expected discounted taxation in a risk process with interest (Q504475): Difference between revisions

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Property / full work available at URL: https://doi.org/10.1016/j.spl.2016.11.004 / rank
 
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Latest revision as of 07:04, 13 July 2024

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On maximizing expected discounted taxation in a risk process with interest
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    On maximizing expected discounted taxation in a risk process with interest (English)
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    16 January 2017
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    Cramér-Lundberg risk model
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    interest
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    optimal taxation strategy
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    Hamilton-Jacobi-Bellman equation
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