Optimal dividend policies for compound Poisson processes: the case of bounded dividend rates (Q2444704)
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scientific article; zbMATH DE number 6282677
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| English | Optimal dividend policies for compound Poisson processes: the case of bounded dividend rates |
scientific article; zbMATH DE number 6282677 |
Statements
Optimal dividend policies for compound Poisson processes: the case of bounded dividend rates (English)
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10 April 2014
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Cramér-Lundberg process
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insurance
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bounded dividend rates
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optimal investment policy
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Hamilton-Jacobi-Bellman equation
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viscosity solution
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risk control
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threshold strategy
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band strategy
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0.8885635137557983
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0.8788436651229858
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0.8682184815406799
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0.8678945899009705
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0.8645771741867065
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