Dividend optimization for jump-diffusion model with solvency constraints (Q1984693)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Dividend optimization for jump-diffusion model with solvency constraints |
scientific article |
Statements
Dividend optimization for jump-diffusion model with solvency constraints (English)
0 references
7 April 2020
0 references
dividend payment
0 references
jump-diffusion
0 references
solvency constraints
0 references
barrier strategy
0 references
partial integro-differential equation
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
