On a dual risk model perturbed by diffusion with dividend threshold (Q335054): Difference between revisions

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Latest revision as of 21:15, 12 July 2024

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On a dual risk model perturbed by diffusion with dividend threshold
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    On a dual risk model perturbed by diffusion with dividend threshold (English)
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    2 November 2016
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    dual risk model
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    diffusion
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    threshold strategy
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    Lévy process
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    Poisson process
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    Wiener process
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    stochastic optimal control
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    smooth pasting condition
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