Bayesian Dividend Optimization and Finite Time Ruin Probabilities (Q4981823): 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 19:18, 5 March 2024
scientific article; zbMATH DE number 6308329
Language | Label | Description | Also known as |
---|---|---|---|
English | Bayesian Dividend Optimization and Finite Time Ruin Probabilities |
scientific article; zbMATH DE number 6308329 |
Statements
Bayesian Dividend Optimization and Finite Time Ruin Probabilities (English)
0 references
25 June 2014
0 references
dividend maximization
0 references
filtering theory
0 references
finite-time ruin probability
0 references
stochastic optimal control
0 references
viscosity solutions
0 references