Optimal dividend payments under a time of ruin constraint: exponential claims (Q896757)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Optimal dividend payments under a time of ruin constraint: exponential claims |
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal dividend payments under a time of ruin constraint: exponential claims |
scientific article |
Statements
Optimal dividend payments under a time of ruin constraint: exponential claims (English)
0 references
14 December 2015
0 references
dividend payments
0 references
optimal control
0 references
expected time of ruin constraint
0 references
barrier strategy
0 references
dual problem
0 references
