Optimal dividend policies for piecewise-deterministic compound Poisson risk models (Q4576905): Difference between revisions
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Revision as of 13:15, 28 February 2024
scientific article; zbMATH DE number 6901683
| Language | Label | Description | Also known as |
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| English | Optimal dividend policies for piecewise-deterministic compound Poisson risk models |
scientific article; zbMATH DE number 6901683 |
Statements
Optimal dividend policies for piecewise-deterministic compound Poisson risk models (English)
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11 July 2018
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piecewise-deterministic compound Poisson model
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HJB equation
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quasi-variational inequality
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threshold strategy
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barrier strategy
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