Optimality of barrier dividend strategy in a jump-diffusion risk model with debit interest (Q822631)
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: Optimality of barrier dividend strategy in a jump-diffusion risk model with debit interest |
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimality of barrier dividend strategy in a jump-diffusion risk model with debit interest |
scientific article |
Statements
Optimality of barrier dividend strategy in a jump-diffusion risk model with debit interest (English)
0 references
22 September 2021
0 references
absolute ruin
0 references
Barrier strategy
0 references
debit interest
0 references
Hamilton-Jacobi-Bellman equation
0 references
weak infinitesimal generator
0 references
0 references
0 references
0 references
0 references
