Optimal dividend policies for compound Poisson processes: the case of bounded dividend rates

DOI10.1016/j.insmatheco.2012.02.011zbMath1284.91201MaRDI QIDQ2444704

Pablo Azcue, Nora Muler

Publication date: 10 April 2014

Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.insmatheco.2012.02.011

zbMATH Keywords

Hamilton-Jacobi-Bellman equation; viscosity solution; insurance; threshold strategy; risk control; optimal investment policy; band strategy; Cramér-Lundberg process; bounded dividend rates

Mathematics Subject Classification ID

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