Optimal dividend policies for compound Poisson processes: the case of bounded dividend rates (Q2444704): Difference between revisions
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Revision as of 21:59, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal dividend policies for compound Poisson processes: the case of bounded dividend rates |
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Optimal dividend policies for compound Poisson processes: the case of bounded dividend rates (English)
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10 April 2014
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Cramér-Lundberg process
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insurance
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bounded dividend rates
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optimal investment policy
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Hamilton-Jacobi-Bellman equation
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viscosity solution
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risk control
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threshold strategy
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band strategy
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