Optimal choice of dividend barriers for a risk process with stochastic return on investments (Q1381478): Difference between revisions

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+On the probability of ruin in the presence of a linear dividend barrier
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+Q5653395
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+Risk theory in a stochastic economic environment
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+Ruin theory with stochastic return on investments
@@ Property / cites work: Ruin theory with stochastic return on investments / rank @@
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+Stochastic differential equations. An introduction with applications.
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+Optimal Consumption for General Diffusions with Absorbing and Reflecting Barriers
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+Q5690618
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+https://doi.org/10.1016/s0167-6687(97)00011-5
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+W2030502930
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+Publication:1381478