Optimal choice of dividend barriers for a risk process with stochastic return on investments (Q1381478)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal choice of dividend barriers for a risk process with stochastic return on investments |
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Optimal choice of dividend barriers for a risk process with stochastic return on investments (English)
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7 September 1998
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stochastic differential equation
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dividend barrier strategy
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ruin theory
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integro-differential equation
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risk process
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stochastic return on investments
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Brownian motions with drift
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