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 04:31, 5 March 2024

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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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