On a dual risk model perturbed by diffusion with dividend threshold (Q335054): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1007/s11401-016-0975-3 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2508650500 / rank | |||
Normal rank | |||
Revision as of 19:15, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On a dual risk model perturbed by diffusion with dividend threshold |
scientific article |
Statements
On a dual risk model perturbed by diffusion with dividend threshold (English)
0 references
2 November 2016
0 references
dual risk model
0 references
diffusion
0 references
threshold strategy
0 references
Lévy process
0 references
Poisson process
0 references
Wiener process
0 references
stochastic optimal control
0 references
smooth pasting condition
0 references
