Optimal dividend strategies in a dual model with capital injections (Q5962151): Difference between revisions

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Latest revision as of 06:27, 3 July 2024

scientific article; zbMATH DE number 5789562
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English
Optimal dividend strategies in a dual model with capital injections
scientific article; zbMATH DE number 5789562

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    Optimal dividend strategies in a dual model with capital injections (English)
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    21 September 2010
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    optimal dividend
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    singular stochastic control
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    jump diffusion processes
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    Hamilton-Jacob-Bellman equation
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    capital injections
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