Optimal dividend-payout in random discrete time (Q3104433): Difference between revisions
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| Property / OpenAlex ID: W78595814 / rank | |||
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| Property / cites work: Resultados de optimalidad para problemas de dividendos en seguros;Optimality results for dividend problems in insurance / rank | |||
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| Property / cites work: OPTIMAL REINSURANCE AND DIVIDEND DISTRIBUTION POLICIES IN THE CRAMER-LUNDBERG MODEL / rank | |||
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| Property / cites work: Approximation of Optimal Reinsurance and Dividend Payout Policies / rank | |||
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| Property / cites work: De Finetti's optimal dividends problem with an affine penalty function at ruin / rank | |||
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Latest revision as of 18:58, 4 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal dividend-payout in random discrete time |
scientific article |
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Optimal dividend-payout in random discrete time (English)
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19 December 2011
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stochastic control
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Lévy model
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discrete dividend strategy
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insurance risk
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Cramér--Lundberg model
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Markov decision process
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