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Latest revision as of 03:18, 16 July 2024

scientific article; zbMATH DE number 6901683
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English
Optimal dividend policies for piecewise-deterministic compound Poisson risk models
scientific article; zbMATH DE number 6901683

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    Optimal dividend policies for piecewise-deterministic compound Poisson risk models (English)
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    11 July 2018
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    piecewise-deterministic compound Poisson model
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    HJB equation
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    quasi-variational inequality
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    threshold strategy
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    barrier strategy
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