Optimal dividend payments under a time of ruin constraint: exponential claims (Q896757): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 01:32, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal dividend payments under a time of ruin constraint: exponential claims |
scientific article |
Statements
Optimal dividend payments under a time of ruin constraint: exponential claims (English)
0 references
14 December 2015
0 references
dividend payments
0 references
optimal control
0 references
expected time of ruin constraint
0 references
barrier strategy
0 references
dual problem
0 references
