Optimal dividend and capital injection strategy with a penalty payment at ruin: restricted dividend payments (Q784387): Difference between revisions

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Property / full work available at URL: https://doi.org/10.1016/j.insmatheco.2020.02.008 / rank
 
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Latest revision as of 04:38, 23 July 2024

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Optimal dividend and capital injection strategy with a penalty payment at ruin: restricted dividend payments
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    Optimal dividend and capital injection strategy with a penalty payment at ruin: restricted dividend payments (English)
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    3 August 2020
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    dividend and capital injection
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    penalty payment at ruin
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    quasi-variational HJB equation
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    viscosity solution
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    band strategy
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