A time of ruin constrained optimal dividend problem for spectrally one-sided Lévy processes (Q1742706): Difference between revisions
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Revision as of 04:04, 29 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A time of ruin constrained optimal dividend problem for spectrally one-sided Lévy processes |
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A time of ruin constrained optimal dividend problem for spectrally one-sided Lévy processes (English)
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12 April 2018
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dividend payment
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optimal control
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ruin time constraint
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spectrally one-sided Lévy processes
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fluctuation theory
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