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Property / DOI: 10.1007/s10957-015-0755-3 / rank
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Property / arXiv ID: 1604.06892 / rank
 
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Latest revision as of 13:08, 9 December 2024

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On the optimal dividend problem for insurance risk models with surplus-dependent premiums
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    On the optimal dividend problem for insurance risk models with surplus-dependent premiums (English)
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    22 April 2016
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    optimal dividend problem
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    insurance risk models
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    stochastic control
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    barrier strategy
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    integro-differential Hamilton-Jacobi-Bellman equation
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    Gerber-Shiu function
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