Optimal dividend strategies in a delayed claim risk model with dividends discounted by stochastic interest rates (Q494698): Difference between revisions

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Property / author: Ji Yang Tan / rank
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Property / author: Chun Li / rank
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Property / author: Xiang-Qun Yang / rank
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Property / author
 
Property / author: Ji Yang Tan / rank
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Property / author: Ji Yang Tan / rank
 
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Property / full work available at URL: https://doi.org/10.1007/s00186-015-0504-2 / rank
 
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Latest revision as of 17:13, 31 July 2024

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Optimal dividend strategies in a delayed claim risk model with dividends discounted by stochastic interest rates
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    Optimal dividend strategies in a delayed claim risk model with dividends discounted by stochastic interest rates (English)
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    2 September 2015
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    delayed claim
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    optimal dividend strategy
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    penalty for ruin
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    time of ruin
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    transformation
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