General drawdown-based de Finetti optimization for spectrally negative Lévy risk processes (Q4684956)
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scientific article; zbMATH DE number 6943653
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | General drawdown-based de Finetti optimization for spectrally negative Lévy risk processes |
scientific article; zbMATH DE number 6943653 |
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General drawdown-based de Finetti optimization for spectrally negative Lévy risk processes (English)
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26 September 2018
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spectrally negative Lévy process
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drawdown time
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de Finetti's optimal dividend problem
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stochastic control
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HJB inequality
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