Singular optimal dividend control for the regime-switching Cramér-Lundberg model with credit and debit interest (Q2252244): Difference between revisions

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Singular optimal dividend control for the regime-switching Cramér-Lundberg model with credit and debit interest
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    Singular optimal dividend control for the regime-switching Cramér-Lundberg model with credit and debit interest (English)
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    16 July 2014
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    band strategy
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    compound Poisson process
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    Cramér-Lundberg model
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    dividend optimization
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    regime switching
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    singular control
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