The perturbed Sparre Andersen model with a threshold dividend strategy

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Publication:939541


DOI10.1016/j.cam.2007.08.015zbMath1221.91030MaRDI QIDQ939541

Heli Gao, Chuan-Cun Yin

Publication date: 22 August 2008

Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.cam.2007.08.015


45K05: Integro-partial differential equations

91G10: Portfolio theory


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