Optimal dividend strategy under Parisian ruin with affine penalty (Q2157383)
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scientific article; zbMATH DE number 7565012
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Optimal dividend strategy under Parisian ruin with affine penalty |
scientific article; zbMATH DE number 7565012 |
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Optimal dividend strategy under Parisian ruin with affine penalty (English)
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28 July 2022
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optimal dividend problem
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spectrally negative Lévy process
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Parisian ruin
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affine penalty payments
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0.8539647459983826
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0.8416566252708435
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0.8377977013587952
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0.832125723361969
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0.8258331418037415
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