A time of ruin constrained optimal dividend problem for spectrally one-sided Lévy processes (Q1742706): Difference between revisions
From MaRDI portal
Set OpenAlex properties. |
Changed an Item |
||
| Property / arXiv ID | |||
| Property / arXiv ID: 1608.02550 / rank | |||
Normal rank | |||
Revision as of 21:28, 18 April 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A time of ruin constrained optimal dividend problem for spectrally one-sided Lévy processes |
scientific article |
Statements
A time of ruin constrained optimal dividend problem for spectrally one-sided Lévy processes (English)
0 references
12 April 2018
0 references
dividend payment
0 references
optimal control
0 references
ruin time constraint
0 references
spectrally one-sided Lévy processes
0 references
fluctuation theory
0 references
