Singular optimal dividend control for the regime-switching Cramér-Lundberg model with credit and debit interest (Q2252244)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Singular optimal dividend control for the regime-switching Cramér-Lundberg model with credit and debit interest |
scientific article |
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Singular optimal dividend control for the regime-switching Cramér-Lundberg model with credit and debit interest (English)
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16 July 2014
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band strategy
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compound Poisson process
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Cramér-Lundberg model
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dividend optimization
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regime switching
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singular control
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